Jul 01 2024
    Updated List of Retail Bonds

    Jul 01 2024
    July 2024 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

    Jul 01 2024
    Updated List of Private Placements

    Jun 14 2024
    S&P Dow Jones Indices Bond Revisions for Certain iBoxx Indices

    S&P Dow Jones Indices (“S&P DJI”) announces the annual revision of the number of bonds per currency for the below indices, with the revisions effective at the next quarterly rebalancing date on July 31, 2024. Please refer to the attached.

    Jun 11 2024
    Exclusion of Certain Zero Coupon Bonds from CNH Indices

    After a review of the iBoxx CNH indices, S&P Dow Jones Indices has identified a number of zero-coupon instruments whose structure does not meet the intended eligibility criteria for the index membership. Due to their structure the instruments listed below will be removed from the pro-forma and preview files starting Thursday, 13 June, 2024:

    ISIN
    Issuer Ticker Coupon Maturity Date
    XS2742950236
    Barclays Bank PLC
    BACR
    0 12/04/2034
    XS2641754374
    Morgan Stanley Finance LLC
    MS
    0 15/04/2034
    HK0001020996
    Societe Generale SA
    SOCGEN
    0 30/05/2029

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

    Jun 03 2024
    Updated List of Private Placements

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

    Jun 03 2024
    Updated List of Retail Bonds

    S&P Global has identified additional Retail Bond issues. Please find the list attached.

    May 17 2024
    Eligibility of PIK bonds in iBoxx USD Emerging Markets Non-Sovereigns and Broad Overall Indices

    The 25 PIK (Pay-in-Kind) bonds included in the attached file were excluded from following indices at the 30 April 2024 rebalance as they were pending review by the iBoxx Index Committee as to their eligibility.

      ·iBoxx USD Emerging Markets Non-Sovereigns Overall Index
      ·iBoxx USD Emerging Markets Broad Overall Index

    After careful review, the Index Committee admitted the bonds that you see highlighted in the attached file to the indices as of the May 2024 month-end rebalance, effective 17 May 2024.

    The remaining PIK bonds have been deemed illiquid by the Index Committee and are therefore excluded from the indices.

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

    May 15 2024
    iBoxx Quarterly Cessation of Immaterial Indices Announcement – Q2 2024

    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 31 May 2024, 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 24 May 2024.

    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

    May 01 2024
    Updated List of Retail Bonds

    S&P Global has identified additional Retail Bond issues. Please find the list attached.

    May 01 2024
    Updated List of Private Placements

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

    Apr 03 2024
    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

    Apr 02 2024
    April 2024 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

    Apr 02 2024
    Updated List of Private Placements

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

    Apr 02 2024
    Updated List of Retail Bonds

    S&P Global has identified additional Retail Bond issues. Please find the list attached.

    Mar 21 2024
    iBoxx Easter 2024 Rebalance Schedule

    Due to the Easter holidays observed in a number of markets falling in the period from 29 March 2024 to 1 April 2024, the cut-off dates for affected products will be adjusted for the market closures in line with index rules. A summary of key dates for products is available in the attached file.

    The calculations for Friday, 29 March 2024 and 31 March 2024 will be using last available closing currency FX rates as of Thursday, 28 March 2024. Pricing for closed markets will be carried forward from the previous business day in accordance with the index rules.

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

    Mar 14 2024
    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.

    Feb 19 2024
    Launch of 2024 iBoxx Trepp CMBS vintage sub-indices

    S&P Dow Jones Indices (S&P DJI) is pleased to announce the launch of the 2024 iBoxx Trepp CMBS vintage sub-indices.

    The list of the new iBoxx identifiers can be found below:

    Index Name Version ISIN SEDOL
    Markit iBoxx Trepp CMBS 2024 CPi GB00BRWT1440 BRWT144
    Markit iBoxx Trepp CMBS 2024 TRi GB00BRWT1556 BRWT155
    Markit iBoxx Trepp CMBS 2024 Current AAA CPi GB00BRWT1B19 BRWT1B1
    Markit iBoxx Trepp CMBS 2024 Current AAA TRi GB00BRWT1C26 BRWT1C2
    Markit iBoxx Trepp CMBS 2024 Current AA CPi GB00BRWT1887 BRWT188
    Markit iBoxx Trepp CMBS 2024 Current AA TRi GB00BRWT1994 BRWT199
    Markit iBoxx Trepp CMBS 2024 Current A CPi GB00BRWT1663 BRWT166
    Markit iBoxx Trepp CMBS 2024 Current A TRi GB00BRWT1770 BRWT177
    Markit iBoxx Trepp CMBS 2024 Current BBB CPi GB00BRWT1D33 BRWT1D3
    Markit iBoxx Trepp CMBS 2024 Current BBB TRi GB00BRWT1F56 BRWT1F5
    Markit iBoxx Trepp CMBS 2024 Original AAA CPi GB00BRWT1L17 BRWT1L1
    Markit iBoxx Trepp CMBS 2024 Original AAA TRi GB00BRWT1M24 BRWT1M2
    Markit iBoxx Trepp CMBS 2024 Original AA CPi GB00BRWT1J94 BRWT1J9
    Markit iBoxx Trepp CMBS 2024 Original AA TRi GB00BRWT1K00 BRWT1K0
    Markit iBoxx Trepp CMBS 2024 Original A CPi GB00BRWT1G63 BRWT1G6
    Markit iBoxx Trepp CMBS 2024 Original A TRi GB00BRWT1H70 BRWT1H7
    Markit iBoxx Trepp CMBS 2024 Original BBB CPi GB00BRWT1N31 BRWT1N3
    Markit iBoxx Trepp CMBS 2024 Original BBB TRi GB00BRWT1P54 BRWT1P5

    The new indices will be published on our FTP server in the existing iBoxx USD CMBS folder below and will begin publishing 1 March 2024 with the XREF file being available 29 February 2024.

    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_YYYYMM Monthly /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 on the S&P DJI website.

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

    Feb 06 2024
    List of bond exclusions – iBoxx APAC indices (private placements / retail / accessibility / liquidity)

    Feb 01 2024
    Updated List of Private Placements

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