Mar 16 2020
    Important information about index publication delays and index rebalancing

    IHS Markit continues to monitor current conditions of extreme market volatility to ensure the accuracy and robustness of our indices. With this in mind, please be notified of the following:

    1. Potential index publication delays

    IHS Markit continues to review the depth and quality of inbound pricing data used in the calculation and publication of our indices. We have implemented additional checks, which might result in publication delays. Where publication delays occur or are likely to occur, we will inform end users in advance via our standard communication channels.

    2. Potential index rebalance delays

    IHS Markit is considering the impact of index composition changes (rebalance or roll) on index end users in the current, stressed market environment. In doing so, IHS Markit will take into account overall market impact and index users’ ability to source liquidity for the underlying instruments. IHS Markit will assess parameters for each asset class separately and will seek market feedback as appropriate. Unless stated otherwise, IHS Markit currently operates under the assumption of scheduled index composition changes proceeding as normal. However, please be advised that we continue to review and this is subject to change.

    We kindly advise our index users to monitor our Index News & Information page for latest updates.

    Feb 10 2020
    Launch of 2020 iBoxx Trepp CMBS vintage sub-indices

    IHS Markit is pleased to announce the launch of the 2020 iBoxx Trepp CMBS vintage sub-indices.

    Index identifiers:

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

    ISIN Index Name
    GB00BKYQ2412 Markit iBoxx Trepp CMBS 2020 TRI
    GB00BKYQ2529 Markit iBoxx Trepp CMBS 2020 CPI
    GB00BKYQ2636 Markit iBoxx Trepp CMBS 2020 Current A TRI
    GB00BKYQ2743 Markit iBoxx Trepp CMBS 2020 Current A CPI
    GB00BKYQ2859 Markit iBoxx Trepp CMBS 2020 Current AA TRI
    GB00BKYQ2966 Markit iBoxx Trepp CMBS 2020 Current AA CPI
    GB00BKYQ2B80 Markit iBoxx Trepp CMBS 2020 Current AAA TRI
    GB00BKYQ2C97 Markit iBoxx Trepp CMBS 2020 Current AAA CPI
    GB00BKYQ2D05 Markit iBoxx Trepp CMBS 2020 Current BBB TRI
    GB00BKYQ2F29 Markit iBoxx Trepp CMBS 2020 Current BBB CPI
    GB00BKYQ2G36 Markit iBoxx Trepp CMBS 2020 Original A TRI
    GB00BKYQ2H43 Markit iBoxx Trepp CMBS 2020 Original A CPI
    GB00BKYQ2J66 Markit iBoxx Trepp CMBS 2020 Original AA TRI
    GB00BKYQ2K71 Markit iBoxx Trepp CMBS 2020 Original AA CPI
    GB00BKYQ2L88 Markit iBoxx Trepp CMBS 2020 Original AAA TRI
    GB00BKYQ2M95 Markit iBoxx Trepp CMBS 2020 Original AAA CPI
    GB00BKYQ2N03 Markit iBoxx Trepp CMBS 2020 Original BBB TRI
    GB00BKYQ2P27 Markit iBoxx Trepp CMBS 2020 Original BBB CPI
    GB00BKYQ2P27 Markit iBoxx Trepp CMBS 2020 Original BBB CPI

    On-going publication:


    The new indices will be published on our FTP server in the existing iBoxx USD CMBS folder below and will begin publishing 1 March 2020 with the XREF file being available 28 February 2020.

    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 IHS Markit website.

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