Jan 25 2022
    Launch of new iBoxx EUR High Yield Sub-Indices

    25 January 2022

    IHS Markit is pleased to announce the launch of additional sector and rating sub-indices, as part of the iBoxx EUR High Yield index family.

    SFTP Server: The newly published indices will be available on the SFTP server in below-mentioned folders from 1 February 2022 onwards:
    File Type File Name Publication SFTP Folder
    Indices iboxx_eurhy_eod_indices_yyyyMMdd.csv Daily \iboxx_eur_hy\eur_hy_eod_indices
    Indices iboxx_eurhy_eod_indices_yyyyMMdd.csv Daily \iboxx_eur_hy\eur_hy_eod_indices\IBOR_TRANSITION
    XREF iboxx_eurhy_eom_xref_yyyyMMdd.csv Monthly \iboxx_eur_hy\eur_hy_eom_xref

    Please find the list of indices here.

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

    Jan 24 2022
    Result of the Consultation on the Methodology Update for 5 iBoxx MSCI ESG Custom Indices

    Pursuant to the consultation announced on 23 December 2021, IHS Markit Benchmark Administration Limited (IMBA UK) will implement the proposed changes to the methodology of the 5 iBoxx MSCI ESG custom indices.

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

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

    Jan 21 2022
    Consultation - iBoxx GBP Corporates 1-5 ESG Screened Index

    IHS Markit is conducting a consultation regarding a potential methodology update for the iBoxx GBP Corporates 1-5 ESG Screened 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 18 February 2022, and a final decision will be communicated on 21 February 2022.

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

    Jan 19 2022
    Client Notification: Markit iBoxx Constituents IBOR Transition Files Republished

    Please be advised that the below mentioned bond constituent-level files in the IBOR_TRANSITION sub-folder have been republished from 15 September 2021 to update the ISIN identifier information.

    The period for which the files have been republished is indicated in the below table.

    The newly published file is now available on our SFTP server.

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


    Export folder Filename Republished period
    iboxx_custom_indices\B120102\COMPONENTS\IBOR_TRANSITION iboxx_GblDevHy_eom_components_ 15 September 2021 – 14 January 2022
    iboxx_custom_indices\B120102\COMPONENTS\IBOR_TRANSITION iboxx_GblDevHy_eom_components_fcy_ 15 September 2021 – 14 January 2022
    iboxx_custom_indices\B120102\COMPONENTS\IBOR_TRANSITION iboxx_GblDevHyCapped_eom_components_ 15 September 2021 – 14 January 2022
    iboxx_custom_indices\B120102\COMPONENTS\IBOR_TRANSITION iboxx_GblDevHyCapped_eom_components_fcy_ 15 September 2021 – 14 January 2022
    iboxx_custom_indices\B120102\COMPONENTS\IBOR_TRANSITION iboxx_GblDevHyexUsd_eom_components_ 15 September 2021 – 14 January 2022
    iboxx_custom_indices\B120102\COMPONENTS\IBOR_TRANSITION iboxx_GblDevHyexUsd_eom_components_fcy_ 15 September 2021 – 14 January 2022
    iboxx_custom_indices\B120102\UNDERLYINGS\IBOR_TRANSITION iboxx_GblDevHy_eod_underlying_ 15 September 2021 – 14 January 2022
    iboxx_custom_indices\B120102\UNDERLYINGS\IBOR_TRANSITION iboxx_GblDevHy_eod_underlying_fcy_ 15 September 2021 – 14 January 2022
    iboxx_custom_indices\B120102\UNDERLYINGS\IBOR_TRANSITION iboxx_GblDevHyCapped_eod_underlying_ 15 September 2021 – 14 January 2022
    iboxx_custom_indices\B120102\UNDERLYINGS\IBOR_TRANSITION iboxx_GblDevHyCapped_eod_underlying_fcy_ 15 September 2021 – 14 January 2022
    iboxx_custom_indices\B120102\UNDERLYINGS\IBOR_TRANSITION iboxx_GblDevHyExUSD_eod_underlying_ 15 September 2021 – 14 January 2022
    iboxx_custom_indices\B120102\UNDERLYINGS\IBOR_TRANSITION iboxx_GblDevHyExUSD_eod_underlying_fcy_ 15 September 2021 – 14 January 2022
    iboxx_custom_indices\B170801\COMPONENTS\IBOR_TRANSITION iboxx_B170801_GblDevHY_eom_components_ 15 September 2021 – 14 January 2022
    iboxx_custom_indices\B170801\UNDERLYINGS\IBOR_TRANSITION iboxx_B170801_GblDevHY_eod_underlyings_ 15 September 2021 – 14 January 2022
    IBOXX_GLOBALHY\COMPONENTS\IBOR_TRANSITION iboxx_GblDevHy_eom_components_ 15 September 2021 – 14 January 2022
    IBOXX_GLOBALHY\COMPONENTS\IBOR_TRANSITION iboxx_GblDevHyCapped_eom_components_ 15 September 2021 – 14 January 2022
    IBOXX_GLOBALHY\COMPONENTS\IBOR_TRANSITION iboxx_GblDevHyexusd_eom_components_ 15 September 2021 – 14 January 2022
    IBOXX_GLOBALHY\UNDERLYINGS\IBOR_TRANSITION iboxx_GblDevHy_eod_underlying_ 15 September 2021 – 14 January 2022
    IBOXX_GLOBALHY\UNDERLYINGS\IBOR_TRANSITION iboxx_GblDevHyCapped_eod_underlying_ 15 September 2021 – 14 January 2022
    IBOXX_GLOBALHY\UNDERLYINGS\IBOR_TRANSITION iboxx_GblDevHyExUSD_eod_underlying_ 15 September 2021 – 14 January 2022
    iboxx_custom_indices\b101202\underlyings\IBOR_TRANSITION iboxx_b101202_usd_lq_eod_underlyings_ 15 September 2021 – 5 January 2022
    iboxx_custom_indices\B130801\UNDERLYINGS\IBOR_TRANSITION iboxx_B130801_usd_lq_ig_Short_eod_underlyings_ 15 September 2021 – 5 January 2022
    iboxx_custom_indices\B121102\UNDERLYINGS\IBOR_TRANSITION iboxx_usd_lq_ig_mid_eod_underlyings_ 15 September 2021 – 5 January 2022
    iboxx_custom_indices\B121102\UNDERLYINGS\IBOR_TRANSITION iboxx_usd_lq_ig_mid_eod_underlyings_fcy_ 15 September 2021 – 5 January 2022
    iboxx_custom_indices\B130802\UNDERLYINGS\IBOR_TRANSITION iboxx_B130802_usd_lq_ig_UltraShort_eod_underlyings_ 15 September 2021 – 5 January 2022
    iboxx_custom_indices\B150101\UNDERLYINGS\IBOR_TRANSITION iboxx_B150101_usd_eod_underlyings_ 15 September 2021 – 5 January 2022
    iboxx_custom_indices\B210204\UNDERLYINGS\IBOR_TRANSITION iboxx_B210204_usd_lq_bbb_eod_underlyings_ 15 September 2021 – 5 January 2022
    iboxx_custom_indices\b101202\components\IBOR_TRANSITION iboxx_b101202_usd_lq_eom_components_ 15 September 2021 – 5 January 2022
    iboxx_custom_indices\B121102\COMPONENTS\IBOR_TRANSITION iboxx_usd_lq_ig_mid_eom_components_ 15 September 2021 – 5 January 2022
    iboxx_custom_indices\B121102\COMPONENTS\IBOR_TRANSITION iboxx_usd_lq_ig_mid_eom_components_fcy_ 15 September 2021 – 5 January 2022
    iboxx_custom_indices\B150101\COMPONENTS\IBOR_TRANSITION iboxx_B150101_usd_eom_components_ 15 September 2021 – 5 January 2022
    iboxx_custom_indices\B210204\COMPONENTS\IBOR_TRANSITION iboxx_B210204_usd_lq_bbb_eom_components_ 15 September 2021 – 5 January 2022

    Jan 13 2022
    IHS Markit IBOR Transition – Timeline Extension

    Please be advised that due to client demand the IBOR transition parallel run will be extended until 13 February 2022 (instead of 31 January 2022). During the parallel run, the legacy file format is published in the normal (legacy) directory while the new file format (including the new RFR analytics) is published in the new IBOR_TRANSITION sub-folder. This extension will allow clients an extra 2 weeks to facilitate the transition to the new file formats published in the IBOR_TRANSITION sub-folder.

    Starting from 14 February 2022, the legacy file format will cease to exist and the new file format (including the new RFR analytics) will be published in both the normal directory and the IBOR_TRANSITION sub-folder. Starting on 7 March 2022, the new file format will only be published in the normal directory and the full transition will be completed. This allows clients 3 weeks to switch back to the normal (legacy) folder directory where the new file format will be published.

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

    Jan 03 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

    iBoxx_EUR_Private_Placements_20211231

    iBoxx_GBP_Private_Placements_20211231