Indices
News & Information

    May 30 2023
    Restatement of CDS Benchmark Index Levels

    Kindly note that the 25th May 2023 index levels for the below indices have been restated due to a restatement of underlying pricing input.


    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



    For more information, please contact us at indices@ihsmarkit.com
     
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    Apr 24 2023
    IHS Markit Benchmark Administration Limited (IMBA UK) is now conducting all index consultations via the S&P Dow Jones Indices website

    As of 15 July 2022, IHS Markit Benchmark Administration Limited (IMBA UK) is conducting all index consultations via the S&P Dow Jones Indices website. IHS Markit Benchmark Administration Limited (IMBA UK) will announce any methodology updates via Consultations - Governance | S&P Dow Jones Indices (spglobal.com).
     
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    Mar 23 2023
    New iTraxx Europe Crossover Index Versions Published: Restructuring Credit Event with respect to VUE INTERNATIONAL BIDCO PLC (Ticker: VUEINT)


    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
     
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    Mar 09 2023
    iTraxx Asia ex-Japan News Announcement

    The iTraxx Asia ex-Japan Series 39 Final List has now been published. Please note the following change from the iTraxx Asia ex-Japan Series 39 Provisional List:

    Upon further review, in order to ensure that all the market and sector weights of the iTraxx Asia ex-Japan Index align closely with those of the iBoxx USD Asia ex-Japan Investment Grade Index, S&P DJI has deemed appropriate:

    • -Not to include The Korea Development Bank (RED ticker: KDB) in the index so that its Sovereigns/Sub-sovereigns sector weight closely aligns with that of the corresponding bond market; and
    • -Not to exclude BOC Aviation Limited (RED ticker: BOCAV) from the index so that its Financials sector weight closely aligns with that of the corresponding bond market.
     
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    Mar 09 2023
    iTraxx Europe & Crossover News Announcement

    The iTraxx Europe Series 39 and iTraxx Crossover Series 39 Final Lists have now been published. Kindly note the below changes from the Provisional Lists.

    iTraxx Europe

    Louis Dreyfus Company B.V. (RED ticker: LODREY)
    Upon further review, S&P DJI has decided not to include LODREY due to a higher ranking entity being eligible in the iTraxx Europe Liquidity List.


    iTraxx Crossover

    S&P DJI has deemed appropriate to update the below reference entities to those entities within the corporate structure that can have active bonds as reference obligations issued from the same entity.

    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)
     
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    Mar 02 2023
    Timetables for the March 2023 iTraxx Index Roll

    Please see timetables for the March 2023 iTraxx index roll attached.

    The iTraxx index rulebooks are available on the iTraxx documentation - Documentation - Markit iTraxx Product Rules page.
    iTraxx Asia ex-Japan Series 39 Roll Timetable.pdf
    iTraxx Australia Series 39 Roll Timetable.pdf
    iTraxx Europe, Crossover & MSCI ESG Series 39 Roll Timetable.pdf
    iTraxx Japan Series 39 Roll Timetable.pdf
     
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    Mar 02 2023
    iTraxx Series 39 RED Codes

    Index Name Index RED Code
    iTraxx Asia ex-Japan IG Series 39 Version 1 4ABCAMBJ4
    iTraxx Australia Series 39 Version 1 2I668IBM3
    iTraxx Europe Crossover Series 39 Version 1 2I667KKC1
    iTraxx Europe Non-Financial Series 39 Version 1 2I667NCA8
    iTraxx Europe Senior Financials Series 39 Version 1 2I667DCN2
    iTraxx Europe Series 39 Version 1 2I666VDC6
    iTraxx Europe Sub Financials Series 39 Version 1 2I667ECE0
    iTraxx Japan Series 39 Version 1 2I668HCK8
    iTraxx MSCI ESG Screened Europe Series 39 Version 1 4ABCBNAG8
     
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    Feb 10 2023
    Confirmation - Termination of certain CDS Benchmark Indices

    As previously announced here, please be informed that IHS Markit Benchmark Administration Limited will cease calculation and administration of the below index.

    Index Ticker
    ITRXPRFL iTraxx European Credit Performance Index
    ITRXPRIG iTraxx European IG Credit Performance Index
    CDXNAHYL CDX North American High Yield Long Credit Index
    CDXNAHYS CDX North American High Yield Short Credit Index
    ITRXXOVL iTraxx European Crossover Long Credit Index
    ITRXXOVS iTraxx European Crossover Short Credit Index
    The last published calculation level will be 9 February 2023.

    Should you have any questions, please contact us at support@ihsmarkit.com
     
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