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.