Indices
News & Information

    Jan 16 2020
    iBoxx Contingent Convertible Liquid Developed Europe AT1 Index Methodology Change

    Pursuant to the consultation announced on 30 December 2019, IHS Markit Benchmark Administration Limited (IMBA) will implement the proposed changes to the methodology for the iBoxx Contingent Convertible Liquid Developed Europe AT1 Index. The changes below will be implemented at the 31 January 2020 rebalance.

    1.The index’s definition of Developed European countries will now include Finland.

    2. A     minimum credit rating criterion will be introduced. To be eligible, bonds must have a minimum iBoxx Average Rating of ‘B’. Ratings from the following three credit rating agencies are considered for the calculation of the iBoxx Rating: Fitch Ratings, Moody’s Investor Service, and S&P Global Ratings. If a bond is rated by more than one of these agencies, the iBoxx rating is the average of the provided ratings. For more information on how the iBoxx Average Rating is determined, please refer to the iBoxx Rating Methodology document which can be found on www.ihsmarkit.com.

    For more information please contact us at indices@ihsmarkit.com.
     
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    Jan 16 2020
    Markit iBoxx EUR Liquid Investment Grade Ultrashort Index Methodology Change

    Pursuant to the consultation announced on 30 December 2019, IHS Markit Benchmark Administration Limited (IMBA) will implement the proposed change to the methodology for the Markit iBoxx EUR Liquid Investment Grade Ultrashort Index.

    The change below will be implemented at the 31 January 2020 rebalance.

    The required minimum amount outstanding for eligible bonds will be changed from €500m to €300m.

    For more information please contact us at indices@ihsmarkit.com.
     
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    Jan 15 2020
    Update on Country Classification Changes for Asian Indices

    Following the European and North American iBoxx Annual Index Review in 2019, IHS Markit is pleased to announce the following changes and clarifications of its index rules for Asian Indices. Amendments have been discussed with both the European iBoxx Advisory Committee and the North American Technical committee prior to IHS Markit's decision on the implementation. Key aspects of the changes had also been discussed as part of the Asian iBoxx Annual Index Review 2019.

    The change in the global, unified corporate bond classification schema will be effective     as of 30 April 2020 and will be displayed in the previews during the month of April.

    The file formats on the FTP will not be impacted, only new values will be introduced in the current classification fields.

    For more information, please contact us at indices@ihsmarkit.com
    Asia Classification Changes.pdf
    iBoxx Other Sub-Sovereigns Affected.xlsx
    iBoxx Global Classification Schema.pdf
     
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    Jan 14 2020
    Ticker change for iBoxx Japan

    The indices within iBoxx Japan index family will see their ticker identifier code updated on Friday, 14 February 2020. The change is to reflect the actual Bloomberg ticker identifiers.

    The updated tickers will be published going forward in the below file starting as of the stated date.

    IBOXX_JPY\JPY_EOD_INDICES\FE_EOD\iboxx_jpy_fe_eod_indices_yyyymmdd.csv

    The affected indices can be found in the attached file.


    If you have any questions, please contact us at indices@ihsmarkit.com.
    iBoxx_JPY_Ticker_Update_20200114.xlsx
     
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    Jan 02 2020
    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_20191231.pdf
     
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