Indices
News & Information

    Mar 21 2023
    March 2023 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 iBoxx ALBI.pdf
    Quarterly Weights Forecast Markit iBoxx ASIA Ex Japan.pdf
    Quarterly Weights Forecast Markit iBoxx ABF.pdf
     
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    Mar 20 2023
    Write down of Credit Suisse Additional Tier 1 (AT1) bonds

    Switzerland's financial regulator, Finma, announced on 19 March 2023 the write down of Credit Suisse's AT1 bonds to zero. In line with the iBoxx index methodology, IHS Markit Benchmark Administration Ltd. (IMBA) confirms that the bonds will be written down and excluded from the iBoxx Contingent Convertible indices per the March 2023 month-end rebalance. In the interim, the price and the accrued interest of Credit Suisse's AT1 bonds is written down to zero (technically 0.00001) as of end-of-day 20 March 2023. This updated price will be reflected in today's index and constituent files.

    ISIN Issuer Currency Coupon
    XS0989394589 Credit Suisse Group AG USD 7.50%
    XS1076957700 Credit Suisse Group AG USD 6.25%
    USH3698DBW32 Credit Suisse Group AG USD 7.50%
    USH3698DBZ62 Credit Suisse Group AG USD 7.25%
    USH3698DCP71 Credit Suisse Group AG USD 6.38%
    USH3698DCV40 Credit Suisse Group AG USD 5.10%
    USH3698DDA93 Credit Suisse Group AG USD 5.25%
    USH3698DDD33 Credit Suisse Group AG USD 4.50%
    USH3698DDQ46 Credit Suisse Group AG USD 9.75%
    CH0482172324 Credit Suisse Group AG SGD 5.625%

    For more information, please contact us at indices@ihsmarkit.com
     
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    Mar 02 2023
    Launch of 2023 iBoxx Trepp CMBS vintage sub-indices

    S&P Dow Jones Indices (S&P DJI) is pleased to announce the launch of the 2023 iBoxx Trepp CMBS vintage sub-indices.

    The newly published indices will be available on the SFTP server in the existing iBoxx USD CMBS folder below and will begin publishing 3 April 2023 with the XREF file being available 31 March 2023.

    Index identifiers:

    Index Name Version ISIN SEDOL
    Markit iBoxx Trepp CMBS 2023 CPI GB00BQN9XL79 BQN9XL7
    Markit iBoxx Trepp CMBS 2023 TRI GB00BQN9XM86 BQN9XM8
    Markit iBoxx Trepp CMBS 2023 Current A CPI GB00BQN9XN93 BQN9XN9
    Markit iBoxx Trepp CMBS 2023 Current A TRI GB00BQN9XP18 BQN9XP1
    Markit iBoxx Trepp CMBS 2023 Current AA CPI GB00BQN9XQ25 BQN9XQ2
    Markit iBoxx Trepp CMBS 2023 Current AA TRI GB00BQN9XR32 BQN9XR3
    Markit iBoxx Trepp CMBS 2023 Current AAA CPI GB00BQN9XS49 BQN9XS4
    Markit iBoxx Trepp CMBS 2023 Current AAA TRI GB00BQN9XT55 BQN9XT5
    Markit iBoxx Trepp CMBS 2023 Current BBB CPI GB00BQN9XV77 BQN9XV7
    Markit iBoxx Trepp CMBS 2023 Current BBB TRI GB00BQN9XW84 BQN9XW8
    Markit iBoxx Trepp CMBS 2023 Original A CPI GB00BQN9XX91 BQN9XX9
    Markit iBoxx Trepp CMBS 2023 Original A TRI GB00BQN9XY09 BQN9XY0
    Markit iBoxx Trepp CMBS 2023 Original AA CPI GB00BQN9XZ16 BQN9XZ1
    Markit iBoxx Trepp CMBS 2023 Original AA TRI GB00BQN9Y033 BQN9Y03
    Markit iBoxx Trepp CMBS 2023 Original AAA CPI GB00BQN9Y140 BQN9Y14
    Markit iBoxx Trepp CMBS 2023 Original AAA TRI GB00BQN9Y256 BQN9Y25
    Markit iBoxx Trepp CMBS 2023 Original BBB CPI GB00BQN9Y363 BQN9Y36
    Markit iBoxx Trepp CMBS 2023 Original BBB TRI GB00BQN9Y470 BQN9Y47

    File publication:

    File Type File names Publication FTP folder for publication
    Indices iboxx_usd_cmbs_eod_indices_YYYYMMDD Daily /IBOXX_USD_CMBS/INDICES
    Underlyings iboxx_usd_cmbs_eod_underlyings_YYYYMMDD Daily /IBOXX_USD_CMBS/UNDERLYINGS
    Components iboxx_usd_cmbs_eom_components_ YYYYMM Monthly /IBOXX_USD_CMBS/COMPONENTS
    XREF iboxx_usd_cmbs_eom_xref_ YYYYMM Monthly /IBOXX_USD_CMBS/XREF

    The indices will also be published here.

    For more information, please contact us at indices@ihsmarkit.com
     
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    Mar 02 2023
    Restatement of the iBoxx USD Liquid High Yield Components, XREF and Forward files

    Please be advised that the February 2023 month-end component, XREF and forward files for the iBoxx USD Liquid High Yield indices have been restated. After review, bonds issued by Bausch Health (BHCCN) have not been removed from the indices.

    ISIN Ticker Issuer Coupon
    US071734AH05 BHCCN Bausch Health Cos Inc 5
    US071734AJ60 BHCCN Bausch Health Cos Inc 5.25
    US071734AK34 BHCCN Bausch Health Cos Inc 6.25
    US071734AL17 BHCCN Bausch Health Cos Inc 5.25
    US071734AM99 BHCCN Bausch Health Cos Inc 5
    US91911XAV64 BHCCN Bausch Health Americas Inc. 9.25
    US91911XAW48 BHCCN Bausch Health Americas Inc. 8.5

    The full list of restated files can be found in the file attached here.

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

    For more information, please contact us at indices@ihsmarkit.com
    iBoxx_USD_Liquid_High_Yield_Restatement_Files_20230228.xlsx
     
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    Mar 01 2023
    IHS Markit Benchmark Administration Limited (IMBA UK) is now conducting all index consultations via the S&P Dow Jones Indices website

    As of 15 July 2022, IHS Markit Benchmark Administration Limited (IMBA UK) is conducting all index consultations via the S&P Dow Jones Indices website. IHS Markit Benchmark Administration Limited (IMBA UK) will announce any methodology updates via Consultations - Governance | S&P Dow Jones Indices (spglobal.com).
     
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    Mar 01 2023
    Updated list of Retail bonds

    S&P Global has identified additional Retail Bond issues. Please find the list attached.
    Markit_iBoxx_RetailBonds_20230228.pdf
     
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    Mar 01 2023
    Updated List of Private Placements

    S&P Global has identified additional Private Placement issues. Please find the list attached.
    EUR_Private_Placements_20230228.pdf
    GBP_Private_Placements_20230228.pdf
     
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    Feb 27 2023
    Restatement of the iBoxx MSCI EUR/USD High Yield Paris Aligned Capped TCA

    Please be advised that the month end component files for January and February 2023 and the daily indices and underlying files as of 2 January 2023 thru 23 February 2023 for the iBoxx MSCI USD High Yield Paris Aligned Capped TCA index and iBoxx MSCI EUR High Yield Paris Aligned Capped TCA index have been restated. This is to update an incorrect base date within the calculations.

    IBOXX_CUSTOM_INDICES\B220102\COMPONENTS
    iboxx_b220102_usd_us_eom_components_202301.csv
    iboxx_b220102_usd_us_eom_components_202302.csv
    iboxx_b220102_eur_eu_eom_components_202301.csv
    iboxx_b220102_eur_eu_eom_components_202302.csv

    IBOXX_CUSTOM_INDICES\B220102\INDICES
    iboxx_b220102_usd_us_eod_indices_yyyymmdd.csv
    iboxx_b220102_eur_eu_eod_indices_yyyymmdd.csv

    IBOXX_CUSTOM_INDICES\B220102\UNDERLYINGS
    iboxx_b220102_usd_us_eod_underlyings_yyyymmdd.csv
    iboxx_b220102_eur_eu_eod_underlyings_yyyymmdd.csv

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

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

     
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    Feb 23 2023
    iBoxx TAC Meeting Agenda for 24 February 2023

    Please find the agenda for the 24 February 2023 Technical Advisory Committee meeting.

    For more information, please contact us at indices@ihsmarkit.com
    iBoxx EUR GBP Conference Call_20230224.pdf
     
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    Feb 14 2023
    iBoxx Quarterly Cessation of Immaterial Indices Announcement - Q1 2023

    IHS Markit Benchmark Administration Ltd. (IMBA) 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 is not aware of any active use of the indices in the attachment as reference in financial instruments or for performance measurement.

    In line with IMBA Change and Cessation policy, IMBA informs the public that the attached indices will be discontinued on 28 February 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 25 February 2023.

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

    For more information, please contact us at indices@ihsmarkit.com
    iBoxx - Quarterly Cessation - 2023Q1.xlsx
     
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    Feb 10 2023
    Launch of new iBoxx GBP High Yield and iBoxx USD High Yield Developed Markets sub-indices

    S&P Global is pleased to announce the upcoming launch of new sub-indices as part of iBoxx GBP High Yield and iBoxx USD High Yield Developed Markets indices.

    The newly published indices will be available on the SFTP server in the daily indices files effective 1 March 2023 and will be added to the XREF files at 28 February 2023 rebalancing.

    iBoxx GBP High Yield

    Index Identifiers:
    Index Name Version ISIN RICs
    iBoxx GBP High Yield Automobiles & Parts TRI GB00BQN9VL30 .IBXXGH80
    iBoxx GBP High Yield Banks TRI GB00BQN9VM47 .IBXXGH81
    iBoxx GBP High Yield Basic Resources TRI GB00BQN9VN53 .IBXXGH82
    iBoxx GBP High Yield Construction & Materials TRI GB00BQN9VP77 .IBXXGH83
    iBoxx GBP High Yield Financial Services TRI GB00BQN9VQ84 .IBXXGH05
    iBoxx GBP High Yield Food & Beverage TRI GB00BQN9VR91 .IBXXGH06
    iBoxx GBP High Yield Industrial Goods & Services TRI GB00BQN9VS09 .IBXXGH07
    iBoxx GBP High Yield Insurance TRI GB00BQN9VT16 .IBXXGH08
    iBoxx GBP High Yield Media TRI GB00BQN9VV38 .IBXXGH09
    iBoxx GBP High Yield Personal & Household Goods TRI GB00BQN9VW45 .IBXXGH10
    iBoxx GBP High Yield Real Estate TRI GB00BQN9VX51 .IBXXGH15
    iBoxx GBP High Yield Retail TRI GB00BQN9VY68 .IBXXGH17
    iBoxx GBP High Yield Travel & Leisure TRI GB00BQN9VZ75 .IBXXGH19
    iBoxx GBP High Yield Automobiles & Parts CPI GB00BQN9W094 .IBXXGH21
    iBoxx GBP High Yield Banks CPI GB00BQN9W102 .IBXXGH19
    iBoxx GBP High Yield Basic Resources CPI GB00BQN9W219 .IBXXGH23
    iBoxx GBP High Yield Construction & Materials CPI GB00BQN9W326 .IBXXGH25
    iBoxx GBP High Yield Financial Services CPI GB00BQN9W433 .IBXXGH27
    iBoxx GBP High Yield Food & Beverage CPI GB00BQN9W540 .IBXXGH40
    iBoxx GBP High Yield Industrial Goods & Services CPI GB00BQN9W656 .IBXXGH41
    iBoxx GBP High Yield Insurance CPI GB00BQN9W763 .IBXXGH42
    iBoxx GBP High Yield Media CPI GB00BQN9W870 .IBXXGH43
    iBoxx GBP High Yield Personal & Household Goods CPI GB00BQN9W987 .IBXXGH44
    iBoxx GBP High Yield Real Estate CPI GB00BQN9WB07 .IBXXGH45
    iBoxx GBP High Yield Retail CPI GB00BQN9WC14 .IBXXGH46
    iBoxx GBP High Yield Travel & Leisure CPI GB00BQN9WD21 .IBXXGH47

    File Publication:
    File Type File names Publication SFTP folder for publication
    Indices iboxx_gbp_hy_eod_indices_yyyymmdd.csv Daily IBOXX_GBP_HY\GBP_HY_EOD_INDICES
    XREF iboxx_gbp_hy_eom_xref_yyyymm.csv Monthly IBOXX_GBP_HY\GBP_HY_EOM_XREF


    iBoxx USD High Yield Developed Markets

    Index Identifiers:
    Index Name Version ISIN RICS
    iBoxx USD High Yield Developed Markets Automobiles & Parts TRI GB00BQN9TP30 .IBXXGH48
    iBoxx USD High Yield Developed Markets Banks TRI GB00BQN9TQ47 .IBXXGH49
    iBoxx USD High Yield Developed Markets Basic Resources TRI GB00BQN9TR53 .IBXXGH54
    iBoxx USD High Yield Developed Markets Chemicals TRI GB00BQN9TS60 .IBXXGH55
    iBoxx USD High Yield Developed Markets Construction & Materials TRI GB00BQN9TT77 .IBXXGH56
    iBoxx USD High Yield Developed Markets Financial Services TRI GB00BQN9TV99 .IBXXGH57
    iBoxx USD High Yield Developed Markets Food & Beverage TRI GB00BQN9TW07 .IBXXGH58
    iBoxx USD High Yield Developed Markets Industrial Goods & Services TRI GB00BQN9TX14 .IBXXGH59
    iBoxx USD High Yield Developed Markets Insurance TRI GB00BQN9TY21 .IBXXGH60
    iBoxx USD High Yield Developed Markets Media TRI GB00BQN9TZ38 .IBXXGH61
    iBoxx USD High Yield Developed Markets Personal & Household Goods TRI GB00BQN9V021 .IBXXGH62
    iBoxx USD High Yield Developed Markets Real Estate TRI GB00BQN9V138 .IBXXGH63
    iBoxx USD High Yield Developed Markets Retail TRI GB00BQN9V245 .IBXXGH64
    iBoxx USD High Yield Developed Markets Travel & Leisure TRI GB00BQN9V351 .IBXXGH65
    iBoxx USD High Yield Developed Markets Automobiles & Parts CPI GB00BQN9V468 .IBXXGH66
    iBoxx USD High Yield Developed Markets Banks CPI GB00BQN9V575 .IBXXGH67
    iBoxx USD High Yield Developed Markets Basic Resources CPI GB00BQN9V682 .IBXXGH68
    iBoxx USD High Yield Developed Markets Chemicals CPI GB00BQN9V799 .IBXXGH69
    iBoxx USD High Yield Developed Markets Construction & Materials CPI GB00BQN9V807 .IBXXGH70
    iBoxx USD High Yield Developed Markets Financial Services CPI GB00BQN9V914 .IBXXGH71
    iBoxx USD High Yield Developed Markets Food & Beverage CPI GB00BQN9VB32 .IBXXGH72
    iBoxx USD High Yield Developed Markets Industrial Goods & Services CPI GB00BQN9VC49 .IBXXGH73
    iBoxx USD High Yield Developed Markets Insurance CPI GB00BQN9VD55 .IBXXGH74
    iBoxx USD High Yield Developed Markets Media CPI GB00BQN9VF79 .IBXXGH75
    iBoxx USD High Yield Developed Markets Personal & Household Goods CPI GB00BQN9VG86 .IBXXGH76
    iBoxx USD High Yield Developed Markets Real Estate CPI GB00BQN9VH93 .IBXXGH77
    iBoxx USD High Yield Developed Markets Retail CPI GB00BQN9VJ18 .IBXXGH78
    iBoxx USD High Yield Developed Markets Travel & Leisure CPI GB00BQN9VK23 .IBXXGH79

    File Publication:
    File Type File names Publication SFTP folder for publication
    Indices iboxx_usd_hy_eod_indices_yyyymmdd.csv Daily IBOXX_USD_HY\USD_HY_EOD_INDICES
    XREF iboxx_usd_hy_eom_xref_yyyymm.csv Monthly IBOXX_USD_HY\USD_HY_EOM_XREF


    For more information please contact us at indices@ihsmarkit.com.
     
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    Feb 01 2023
    Updated list of Retail bonds

    S&P Global has identified additional Retail Bond issues. Please find the list attached.
    Markit_iBoxx_RetailBonds_20230131.pdf
     
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    Feb 01 2023
    Updated List of Private Placements

    S&P Global has identified additional Private Placement issues. Please find the list attached.
    EUR_Private_Placements_20230131.pdf
    GBP_Private_Placements_20230131.pdf
     
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    Jan 26 2023
    iBoxx TAC Meeting Agenda for 27 January 2023

    Please find the agenda for the 27 January 2023 Technical Advisory Committee meeting.

    For more information, please contact us at indices@ihsmarkit.com
    iBoxx EUR GBP Conference Call_20230127.pdf
     
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    Jan 19 2023
    Clarification to the iBoxx EUR European Union Select Index Methodology

    For more information, please contact us at indices@ihsmarkit.com
    iBoxx_European_Union_Select_Index_Methodology_clarification.pdf
     
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    Jan 18 2023
    Restatement of the iBoxx USD JPY Hedged Indices files

    Please be advised that the below iBoxx USD JPY Hedged indices files for 18 January 2023 have been restated using updated TTM rates.

    Folder Filename
    \IBOXX_CUSTOM_INDICES\B170307\INDICES iboxx_B170307_usd_hy_eod_indices_20230118.csv
    \IBOXX_CUSTOM_INDICES\B170307\INDICES iboxx_B170307_usd_eod_indices_20230118.csv
    \IBOXX_CUSTOM_INDICES\B220701\INDICES iboxx_B220701_jpy_eod_indices_20230118.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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    Jan 13 2023
    Update: Renaming Most Granular iBoxx Classification - Cable and Satellite

    S&P Dow Jones Indices is renaming the most granular classification level “Cable and Satellite” to “Cable & Satellite”, effective 1 February 2023.The renaming of “Cable and Satellite” to “Cable & Satellite” will align the naming convention with other iBoxx classification levels.

    The renaming will not have an effect on any iBoxx index composition or iBoxx index name. The “Cable & Satellite” name will be reflected in iBoxx constituents’ files starting from 1 February 2023 onwards.

    For more information, please contact us at indices@ihsmarkit.com
     
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    Jan 02 2023
    Updated List of Private Placements

    S&P Global has identified additional Private Placement issues. Please find the list attached.
    EUR_Private_Placements_20221231.pdf
    GBP_Private_Placements_20221231.pdf
     
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