Indices
News & Information

    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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    Apr 19 2022
    Restatement of the iBoxx ABF / Asia / ALBI indices

    Please be advised that the below files as of 15 April 2022 have been restated. This is due to incorrect holiday prices being used for the calculations.


    \IBOXX_ABF\ABF_EOD_UNDERLYINGS
    iboxx_abf_eod_underlyings_20220415.csv

    \IBOXX_ASIA\ASIA_EOD_UNDERLYINGS
    iboxx_asia_eod_underlyings_20220415.csv

    \IBOXX_ALBI\IBOXX_ALBI_MYR\INDICES
    iboxx_albi_myr_fe_eod_indices_20220415.csv

    \IBOXX_ALBI\IBOXX_ALBI_MYR\UNDERLYINGS
    iboxx_albi_myr_fe_eod_underlyings_20220415.csv

    \IBOXX_ALBI\IBOXX_ALBI_MYR\COMPONENTS
    iboxx_albi_myr_eom_components_20220415.csv

    \IBOXX_CUSTOM_INDICES\B140105\INDICES
    iboxx_B140105_eod_indices_20220415.csv

    \IBOXX_CUSTOM_INDICES\B140105\UNDERLYINGS
    iboxx_b140105_eod_underlyings_20220415.csv

    \IBOXX_CUSTOM_INDICES\B140105\FORWARDS
    iboxx_b140105_eod_forwards_20220415.csv

    \IBOXX_CUSTOM_INDICES\B151101\INDICES
    iboxx_b151101_albi_eod_indices_20220415.csv

    \IBOXX_CUSTOM_INDICES\B999999\INDICES
    iboxx_B999999_myr_eod_indices_20220415.csv

    \IBOXX_CUSTOM_INDICES\B999999\UNDERLYINGS
    iboxx_b999999_myr_eod_underlyings_20220415.csv

    \IBOXX_CUSTOM_INDICES\B200202\INDICES
    iboxx_B200202_eod_indices_20220415.csv

    \IBOXX_CUSTOM_INDICES\B200202\UNDERLYINGS
    iboxx_b200202_eod_underlyings_20220415.csv

    \IBOXX_CUSTOM_INDICES\B200202\FORWARDS
    iboxx_b200202_eod_forwards_20220415.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 14 2022
    Update - Result of the Consultation on the Methodology Update for Consultation - iBoxx GBP Corporates 1-5 ESG Screened Index (2022-01)

    Subsequent to the consultation announced on 21 January 2022 and results of the consultation announced on 21 February 2022, IHS Markit Benchmark Administration Limited (IMBA UK) received additional client feedback regarding the implementation timeline. IMBA UK will therefore implement the proposed changes to the methodology of the iBoxx GBP Corporates 1-5 ESG Screened Index from 31 May 2022 month-end rebalance, rather than previously proposed 30 April 2022.

    If you have any concerns about the updated implementation timelines or for more information, please contact us at indices@ihsmarkit.com prior to 30 April 2022.
     
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    Apr 13 2022
    Preview Schedule for iBoxx USD and iBoxx Global indices April 2022

    Due to the public holidays in April 2022, IHS Markit would like to announce the following preview schedule for the iBoxx USD and iBoxx Global indices indices.

    For more information please contact us at indices@ihsmarkit.com
    April_2022_Preview_Dates_USD_global.xlsx
     
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    Apr 13 2022
    Changes to Markit iBoxx USD Liquid Leveraged Loan Index files

    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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    Apr 07 2022
    Restatement of the iBoxx USD Liquid Leveraged Loan Index (EUR Hedged & Unhedged)

    Please be advised that the daily indices file as of 1 April 2022 for the iBoxx USD Liquid Leveraged Loan Index (EUR Hedged and Unhedged) has been restated. This is to rectify the use of the incorrect FX rates when calculating the hedged levels.

    /IBOXX_CUSTOM_INDICES/B200106/INDICES
    iboxx_b200106_eod_indices_20220401.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 05 2022
    Preview schedule for Markit iBoxx EUR and GBP Benchmark Indices April 2022

    Due to the public holidays in April 2022, IHS Markit would like to announce the following preview schedule for the Markit iBoxx EUR, and Markit iBoxx GBP indices.

    For more information please contact us at indices@ihsmarkit.com
    April - 2022 - Preview Dates.xlsx
     
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    Apr 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_20220331.zip
    GBP_Private_Placements_20220331.zip
     
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    Mar 31 2022
    Update - Results of the consultation on coupon payments following Russia-related Sanctions (2022-08)

    Pursuant to the consultation results announced on 29 March 2022, IHS Markit Benchmark Administration Limited (IMBA UK) has received further confirmation about payments in hard currency from issuers that have Russia as the country of risk; IMBA UK will therefore recognize these payments and include them into the total return calculation of the indices. Please see the affected bonds below:

    ISIN Bond Description Currency Coupon Date
    XS2230649225 BOINTE 6 09/17/26 USD 17-Mar-2022
    US09973BAB53 BOINTE 6 09/17/26 USD 17-Mar-2022
    US37955KAC62 GLPRLI 6.5 09/22/23 USD 22-Mar-2022
    XS1405775450 GLPRLI 6.5 09/22/23 USD 22-Mar-2022
    US44970CAA53 IMHRUS 5.9 09/23/25 USD 23-Mar-2022
    XS2232013263 IMHRUS 5.9 09/23/25 USD 23-Mar-2022
    XS0114288789 RUSSIA 7.5 03/31/30 USD 31-Mar-2022

    The consultation result announcement appendix has been updated accordingly.

    For more information, please contact us at indices@ihsmarkit.com
    Update - Results Announcement - Consultation on coupon payments following Russia-related Sanctions (2022-08).pdf
     
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    Mar 29 2022
    Results of the consultation on coupon payments following Russia-related Sanctions (2022-08)

    Pursuant to the consultation announced on 25 March 2022, IHS Markit Benchmark Administration Limited (IMBA UK) has conducted a consultation with market participants regarding the treatment of Coupons and redemptions for Russian debt in the iBoxx indices. Please see the results attached.

    For more information, please contact us at indices@ihsmarkit.com
    RESULTS_Consultation_on_coupon_payments_following_Russia_related_Sanctions_202208_final.pdf
     
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    Mar 25 2022
    IHS Markit Benchmark Administration Limited (IMBA UK) Consultation on coupon payments following Russia-related Sanctions (2022-08)

    IHS Markit Benchmark Administration Ltd. is conducting a consultation regarding the coupon payments for bonds with Russia as the “country of risk”. This follows up on the previous consultation published on 10th March 2022. Clients and other stakeholders are invited to review the consultation and provide feedback on the proposed updates. The consultation window will open on 25 March 2022 and close on 28 March 2022. A final decision will be communicated on 29 March 2022.

    To participate in this consultation please respond to IMBA UK Administration Services at MK-IndexAdminConsultation@ihsmarkit.com.

    For more information, please contact us at indices@ihsmarkit.com
    Russian sanctions coupon consultation 2022_08 final.pdf
     
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    Mar 25 2022
    Consultation on the Methodology Update for the Markit iBoxx ALBI Government Investible Universe ex-High Yield (50%) & CNH Deposit Rate (50%) Custom Index

    IHS Markit Benchmark Administration Ltd. is conducting a consultation regarding potential changes to the methodology of the Markit iBoxx ALBI Government Investible Universe ex-High Yield (50%) & CNH Deposit Rate (50%) Custom Index. Clients and other stakeholders are invited to review the consultation and provide feedback on the proposed changes. The consultation window will open on 25 March 2022 and close on 21 April 2022. A final decision will be communicated on 25 April 2022.

    To participate in this consultation please respond to IMBA UK Administration Services at MK-IndexAdminConsultation@ihsmarkit.com.

    For more information, please contact us at indices@ihsmarkit.com
    Consultation - iBoxx ALBI Investible Universe ex-HY and CNH Deposit - 2022-07.pdf
     
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    Mar 23 2022
    Result of the Consultation on the Methodology Update for iBoxx MSCI ESG EUR Corporates 0-1 TCA Index (2022-6)

    Pursuant to the consultation announced on 8 March 2022, IHS Markit Benchmark Administration Limited (IMBA UK) will implement the proposed changes of the Methodology Update for iBoxx MSCI ESG EUR Corporates 0-1 TCA Index from 31 March 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.
    Consultation 2022-06 - iBoxx Custom Index.pdf
     
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    Mar 23 2022
    Restatement of the iBoxx Inflation-linked indices

    Please be advised that the daily indices and underlying files as of 22 March 2022 for the iBoxx Inflation-linked indices have been restated alongside related customs (please see attached sheet for full list of affected files). This is due to an incorrect price used to value a bond in the index (XS0163771396 - Reseau Ferre de France - 2.45% - 02/2023) .

    \IBOXX_ILB\ILB_EOD_INDICES\EU_EOD
    \iboxx_ilb_eu_eod_localindices_20220322.csv

    \IBOXX_ILB\ILB_EOD_INDICES\US_EOD
    \iboxx_ilb_us_eod_localindices_20220322.csv

    \IBOXX_ILB\ILB_EOD_UNDERLYINGS\EU_EOD_NEWFORMAT
    \iboxx_ilb_eu_eod_underlyings_20220322.csv

    \IBOXX_ILB\ILB_EOD_UNDERLYINGS\US_EOD_NEWFORMAT
    \iboxx_ilb_us_eod_underlyings_20220322.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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    Mar 22 2022
    Launch of new 'Sustainability-linked Bonds' sub-indices for multiple iBoxx Benchmark indices

    IHS Markit is pleased to announce the launch of 6 new iBoxx Sustainability-linked Bonds sub-indices as a part of the following iBoxx Benchmark index families:

    •iBoxx EUR Benchmark indices
    •iBoxx GBP Benchmark indices
    •iBoxx USD Benchmark indices
    •iBoxx EUR High Yield indices
    •iBoxx USD High Yield indices
    •iBoxx USD Emerging Markets Corporates indices

    The bonds eligible for the Sustainability-linked Bonds indices are aligned with the principles laid out by ICMA (International Capital Market Association) which outline the best practices that financial instruments can promote in the development of the Sustainability-linked Bond market.

    The indices listed below (please see enclosed file for all identifiers, plus file and folder names) will be included in their respective XREF files published as part of the 31 March 2022 rebalance and will be added to the daily indices files starting from 1 April 2022.

    Index Name Return Type ISIN Ticker
    iBoxx EUR Sustainability-Linked Bonds TRI GB00BPMVJT75 IBXXESLT
    iBoxx EUR Sustainability-Linked Bonds CPI GB00BPMVK053 IBXXESLP
    iBoxx GBP Sustainability-Linked Bonds TRI GB00BPMVJW05 IBXXGLBT
    iBoxx GBP Sustainability-Linked Bonds CPI GB00BPMVK277 IBXXGLBP
    iBoxx USD Sustainability-Linked Bonds TRI GB00BPMVJV97 IBXXUSLT
    iBoxx USD Sustainability-Linked Bonds CPI GB00BPMVK160 IBXXUSLP
    iBoxx EUR High Yield Sustainability-Linked Bonds TRI GB00BPMVJX12 IBXXEHST
    iBoxx EUR High Yield Sustainability-Linked Bonds CPI GB00BPMVK384 IBXXEHSP
    iBoxx USD Developed Markets High Yield Sustainability-Linked Bonds TRI GB00BPMVJY29 IBXXUDLT
    iBoxx USD Developed Markets High Yield Sustainability-Linked Bonds CPI GB00BPMVK491 IBXXUDLP
    iBoxx USD Emerging Markets High Yield Sustainability-Linked Bonds TRI GB00BPMVJZ36 IBXXUELT
    iBoxx USD Emerging Markets High Yield Sustainability-Linked Bonds CPI GB00BPMVK509 IBXXUELP

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