New Index Name | New RED Code |
---|---|
iTraxx Europe Crossover Series 25 Version 10 | 2I667KKE7 |
iTraxx Europe Crossover Series 26 Version 10 | 2I667KKD9 |
iTraxx Europe Crossover Series 27 Version 10 | 2I667KKP2 |
iTraxx Europe Crossover Series 28 Version 11 | 2I667KKJ6 |
iTraxx Europe Crossover Series 29 Version 12 | 2I667KKF4 |
iTraxx Europe Crossover Series 30 Version 10 | 2I667KKH0 |
iTraxx Europe Crossover Series 31 Version 8 | 2I667KKK3 |
iTraxx Europe Crossover Series 32 Version 6 | 2I667KKN7 |
iTraxx Europe Crossover Series 33 Version 6 | 2I667KKL1 |
iTraxx Europe Crossover Series 34 Version 3 | 2I667KKQ0 |
iTraxx Europe Crossover Series 35 Version 2 | 2I667KKR8 |
iTraxx Europe Crossover Series 36 Version 2 | 2I667KKO5 |
iTraxx Europe Crossover Series 37 Version 2 | 2I667KKM9 |
iTraxx Europe Crossover Series 38 Version 2 | 2I667KKI8 |
iTraxx Europe Crossover Series 39 Version 2 | 2I667KKG2 |
iTraxx Europe HiVol Series 20 Version 2 | 2I667LBE5 |
iTraxx Europe Non-Financial Series 20 Version 2 | 2I667NCD2 |
iTraxx Europe Non-Financial Series 21 Version 2 | 2I667NCE0 |
iTraxx Europe Non-Financial Series 22 Version 2 | 2I667NCB6 |
iTraxx Europe Non-Financial Series 23 Version 2 | 2I667NCC4 |
iTraxx Europe Non-Financial Series 24 Version 2 | 2I667NCF7 |
iTraxx Europe Series 20 Version 2 | 2I666VDG7 |
iTraxx Europe Series 21 Version 2 | 2I666VDH5 |
iTraxx Europe Series 22 Version 3 | 2I666VDD4 |
iTraxx Europe Series 23 Version 3 | 2I666VDE2 |
iTraxx Europe Series 24 Version 3 | 2I666VDF9 |
Index | Index Roll Date | Tranche Roll Date Offset | Tranche Roll Date |
CDX.NA.IG.41 | 20-Sep-2023 | +4 Bus. Days | 26-Sep-2023 |
CDX.NA.HY.41 | 27-Sep-2023 | +4 Bus. Days | 03-Oct-2023 |
iTraxx Europe S40 | 20-Sep-2023 | +4 Bus. Days | 26-Sep-2023 |
iTraxx Crossover S40 | 20-Sep-2023 | +4 Bus. Days | 26-Sep-2023 |
Index Name | Index RED Code |
---|---|
iTraxx Asia ex-Japan IG Series 40 Version 1 | 4ABCAMBK1 |
iTraxx Australia Series 40 Version 1 | 2I668IBN1 |
iTraxx Japan Series 40 Version 1 | 2I668HCL6 |
iTraxx Europe Series 40 Version 1 | 2I666VDI3 |
iTraxx Europe Crossover Series 40 Version 1 | 2I667KKS6 |
iTraxx Europe Non-Financial Series 40 Version 1 | 2I667NCG5 |
iTraxx Europe Senior Financials Series 40 Version 1 | 2I667DCO0 |
iTraxx Europe Sub Financials Series 40 Version 1 | 2I667ECF7 |
iTraxx MSCI ESG Screened Europe Series 40 Version 1 | 4ABCBNAH6 |
Ticker | Name |
---|---|
ERIXTLIG | iTraxx Europe 10Y Long Excess Return with DRC |
ERIXTSIG | iTraxx Europe 10Y Short Excess Return with DRC |
IM1LERD5 | iTraxx Europe 10Y Long Excess Return with DRC 5-Day Rollover |
IM1SERD5 | iTraxx Europe 10Y Short Excess Return with DRC 5-Day Rollover |
IM1LMER5 | iTraxx Europe 10Y Long Mid Excess Return 5-Day Rollover |
IM1SMER5 | iTraxx Europe 10Y Short Mid Excess Return 5-Day Rollover |
ITRXTEXM | iTraxx Europe 10Y Long Mid Total Return Index |
ITRXSEXM | iTraxx Europe 10Y Short Mid Total Return Index |
ITRXSL10 | iTraxx Europe 10Y Long Total Return Index |
ITRXSE10 | iTraxx Europe 10Y Short Total Return Index |
ITXIGB10 | iTraxx Europe 10Y Beta Excess Return Index |
ERITEU10 | iTraxx Europe 10Y Long Excess Return Index |
ITXCDXFL | iTraxx-CDX IG Global Credit Flattener |
ITXCDXST | iTraxx-CDX IG Global Credit Steepener |
IC10GBER | iTraxx-CDX IG 10Y GBP Hedged Beta Excess Return Index |
M10CDITX | Markit 10Y CDX and iTraxx GBP Hedged TRI |
IIEUR125 | IHS Markit EUR Liquid Corporate 12.5 Index |
NEW INDEX NAME | NEW RED CODE |
iTraxx Europe Crossover Series 21 Version 8 | 2I667KJW9 |
iTraxx Europe Crossover Series 22 Version 14 | 2I667KJR0 |
iTraxx Europe Crossover Series 23 Version 14 | 2I667KKB3 |
iTraxx Europe Crossover Series 24 Version 12 | 2I667KJS8 |
iTraxx Europe Crossover Series 25 Version 9 | 2I667KJV1 |
iTraxx Europe Crossover Series 26 Version 9 | 2I667KJU3 |
iTraxx Europe Crossover Series 27 Version 9 | 2I667KJT6 |
iTraxx Europe Crossover Series 28 Version 10 | 2I667KJZ2 |
iTraxx Europe Crossover Series 29 Version 11 | 2I667KJX7 |
iTraxx Europe Crossover Series 30 Version 9 | 2I667KJY5 |
iTraxx Europe Crossover Series 31 Version 7 | 2I667KKA5 |
Current reference entity in iTraxx Crossover Series 38 | Reference entity to be included in iTraxx Crossover Series 39 |
CABLE & WIRELESS LIMITED (CAWILD) | C&W SENIOR FINANCE LIMITED (CWSE) |
INEOS GROUP HOLDINGS S.A. (INEOGRO) | INEOS FINANCE PLC (INEOFIN) |
MATTERHORN TELECOM HOLDING S.A. (MATTETE) | MATTERHORN TELECOM S.A. (MATTTEL) |