Aug 06 2019
    New iTraxx Europe Crossover Index Versions Published: Failure to Pay Credit Event with respect to STEINHOFF EUROPE AG (Ticker: STEIEUR, RED code: AIC6AN)

    Following the confirmation of a Failure to Pay Credit Event with respect to STEINHOFF EUROPE AG, new versions of all affected Markit iTraxx Europe Crossover indices have been issued with an annex date of 22nd July 2019. Below are the new index versions along with their corresponding RED Index Codes:


    New Index Name New Index RED Code
    iTraxx Europe Crossover Series 29 Version 4 2I667KGT9

    Aug 06 2019
    New iTraxx Europe Crossover Index Versions Published: Failure to Pay Credit Event with respect to Galapagos Holding S.A. (Ticker: GALAPHO, RED Code: LP533U)

    Following the confirmation of a Failure to Pay Credit Event with respect to Galapagos Holding S.A., new versions of all affected Markit iTraxx Europe Crossover indices have been issued with an annex date of 22nd July 2019. Below are the new index versions along with their corresponding RED Index Codes.


    New Index Name New Index RED Code
    iTraxx Europe Crossover Series 22 Version 8 2I667KGZ5
    iTraxx Europe Crossover Series 23 Version 8 2I667KGW2
    iTraxx Europe Crossover Series 24 Version 7 2I667KGX0
    iTraxx Europe Crossover Series 25 Version 4 2I667KHB7
    iTraxx Europe Crossover Series 26 Version 4 2I667KHA9
    iTraxx Europe Crossover Series 27 Version 4 2I667KGY8
    iTraxx Europe Crossover Series 28 Version 4 2I667KGV4
    iTraxx Europe Crossover Series 29 Version 3 2I667KFZ6
    iTraxx Europe Crossover Series 30 Version 3 2I667KGU6

    Aug 05 2019
    iTraxx Europe Rule Announcement

    Following the close of the feedback window on 30th June 2019, IHS Markit has decided to amend the iTraxx Europe Index (the Index) rules as previously proposed.

    The rule change will allow Index sector limits to deviate by a maximum of 20% from the previous sector limit. The aim is to prioritize underlying constituent liquidity. For most sectors, the Minimum Sector Constituent Count must be achieved, and the Maximum Sector Constituent Count cannot be exceeded. The Financials sector will remain fixed at 30 constituents. Below are the new constituent limits for each sector in the Index.


    Sectors Fixed Sector Count (Prior to Rule Change) Minimum Sector Constituent Count (Post Rule Change) Maximum Sector Constituent Count (Post Rule Change)
    Autos & Industrials 30 24 36
    Consumers 25 20 30
    Energy 20 16 24
    Financials 30 30 30
    TMT 20 16 24

    The updated rulebook for iTraxx Europe is now available on the iTraxx webpage and will be applicable for the September 2019 index roll.

    In case of any queries, please contact itraxxadvisory@ihsmarkit.com.

    Aug 05 2019
    iTraxx Asia ex-Japan Rule Announcement

    Following the close of the feedback window on 25th July 2019, IHS Markit has decided to amend the iTraxx Asia ex-Japan Index (the Index) rules in line with the proposal detailed on 18th July 2019. The revised Index rules aim to gradually align the Index with the overall Asia ex-Japan IG USD bond market, in terms of market and sector weightings. The alignment process is expected to continue over subsequent index rolls until the Index is closely aligned with the Asia ex-Japan IG USD bond market.

    As per the usual index roll process, ahead of the September 2019 roll, the iTraxx Asia ex-Japan Series 32 Provisional List will be published.

    The updated rulebook for iTraxx Asia ex-Japan index is now available on the iTraxx webpage and will be applicable for the September 2019 index roll.

    In case of any queries, kindly contact itraxxadvisory@ihsmarkit.com.

    Jul 29 2019
    CDX.NA.HY Total & Excess Return Index Levels Restated

    The following indices have been restated. The revised index levels are as below:


    Ticker Index Name 25/07/2019 26/07/2019
    ERINCDHY Markit CDX.NA.HY 5Y Excess Return Index 163.239988957604 163.447323560861
    CDXTHL13 Markit CDX.NA.HY 3Y Long Total Return Index 135.841460895175 135.962960613675
    CDXTHS13 Markit CDX.NA.HY 3Y Short Total Return Index 48.602198053550 48.565207425868
    CDXTHL15 Markit CDX.NA.HY 5Y Long Total Return Index 182.554608956313 182.797629966675
    CDXTHS15 Markit CDX.NA.HY 5Y Short Total Return Index 45.513286944536 45.458767019448
    CDXTHL25 Markit CDX.NA.HY 5Y Long 2x Daily Total Return Index 275.475610746067 276.190684993861
    CDXTHS25 Markit CDX.NA.HY 5Y Short 2x Daily Total Return Index 17.124853940923 17.082684891042
    ERINCLHY Markit CDX.NA.HY 5Y Long Excess Return Index with DRC 161.052522263957 161.256771684573
    ERINSDHY Markit CDX.NA.HY 5Y Short Excess Return Index with DRC 39.800371297395 39.749744167141
    CDXTHLM5 Markit CDX.NA.HY 5Y Long Mid Total Return Index 218.682077057698 218.973191807517
    CDXTHSM5 Markit CDX.NA.HY 5Y Short Mid Total Return Index 48.560352262523 48.502182287438
    MBCDXHY5 Markit CDX.NA.HY 5Y Beta Excess Return Index 1897.132792272970 1909.807564294890
    CH5LERD5 Markit CDX.NA.HY 5Y Long Excess Return with DRC 5-Day Rollover 176.893486016848 177.117825204597
    CH5SERD5 Markit CDX.NA.HY 5Y Short Excess Return with DRC 5-Day Rollover 43.995542241843 43.939578742632
    CH5LMER5 Markit CDX.NA.HY 5Y Long Mid Excess Return 5-Day Rollover 192.694584727110 192.938258007242
    CH5SMER5 Markit CDX.NA.HY 5Y Short Mid Excess Return 5-Day Rollover 48.065903814705 48.005121741034
    CH5LLED5 CDX.NA.HY 5Y Long Excess Return with DRC 5-Day Rollover (London Snap) 173.980224282348 174.090461522907
    CH5LSED5 CDX.NA.HY 5Y Short Excess Return with DRC 5-Day Rollover (London Snap) 48.349087656097 48.318360694689

    Jul 18 2019
    Ongoing iTraxx Asia ex-Japan Rule Review

    IHS Markit has, following the Index Rule Review announced on the 21 June 2019, consulted with the iTraxx Asia ex-Japan Index Advisory Committee and received additional feedback from market participants.
    Based on the feedback received, IHS Markit currently expects to proceed with amending the Index rules for the September 2019 Roll (iTraxx Asia ex-Japan Series 32) with the aim of gradually further aligning the Index with the overall Asia ex-Japan IG USD bond market.
    Following the September 2019 Roll, the current expectation is that IHS Markit will continue with this alignment process over subsequent Rolls until the sector and market weights of the CDS index are substantially in line with the Asia ex-Japan USD bond market.
    The below presentation outlines the proposed index selection criteria and contains an indicative Provisional List for iTraxx Asia ex-Japan Series 32. This indicative Provisional List is based on CDS liquidity numbers published by DTCC in March 2019 and debt market figures and ratings from the end of June. Please note it is strictly for guidance purposes only and subject to change ahead of the Index Roll with the iTraxx Asia ex-Japan Series 32 list expected to be published in September.
    Market participants with questions or wishing to provide final feedback are kindly asked to do so by the 25th of July by contacting itraxxadvisory@ihsmarkit.com. Following that date, IHS Markit will provide a further update and, if necessary, publish revised Index Rules.

    Jun 21 2019
    iTraxx Asia ex-Japan Rule Review

    IHS Markit announced in March 2019 an ongoing consultation of the iTraxx Asia ex-Japan index rules. Looking to the September 2019 CDS index roll, IHS Markit intends to conclude the consultation and implement rule changes leading to further issuer country and sector alignment of the iTraxx Asia ex-Japan index with the Asian USD cash bond market.
    Market participants wanting to provide feedback or inquire on the changes being considered are invited to join the iTraxx Asia ex-Japan Index Advisory Committee or can contact the index team directly by email itraxxadvisory@ihsmarkit.com.
    The consultation period will complete on the 25th of July with the publication of a revised Index rule set end of July.
    Current Index Rules are published under Documentation, iTraxx Product Rules on the following page https://www.markit.com/Documentation/Product/ITraxx.


    Summary of proposed rule changes:

    1.Primary target of the index remains the inclusion of eligible entities that are liquid in the CDS market therefore the Liquidity List Rule will be maintained.

    2.Intention is to introduce a Market-Sector Profile based on the iBoxx USD Asia ex-Japan Investment Grade Index, which is set ahead of each index roll and from which underweight sectors and countries in iTraxx Asia ex-Japan index are determined versus the cash bond market.

    Current iBoxx USD Asia Investment Grade Market-Sector Profile mapped to 40 constituents:

    Market Financials Non-Financials Real Estate Sovereigns(incl. Sub-sovs.)
    China 7 11 3 1
    Hong Kong 1 2 1
    India 1 2
    Indonesia 2 1
    Malaysia 1
    Philippines 1
    Singapore 1
    South Korea 1 2 1
    Thailand 1

    Current iTraxx Asia ex-Japan Series 31 Market-Sector Profile:


    Market Financials Non-Financials Real Estate Sovereigns(incl. Sub-sovs.)
    CHINA 2 4 3
    HONG KONG 2 2
    INDIA 3 1
    INDONESIA 1
    MACAO
    MALAYSIA 2 1
    PHILIPPINES 1
    SINGAPORE 3 1 1
    SOUTH KOREA 4 5 3
    TAIWAN
    THAILAND 1

    3.Names will then be added to the iTraxx Asia ex Japan Index from the most underweight sectors and markets identified using the Market-Sector Profile, replacing the least liquid CDS names of the most overweight markets and sectors .

      a.Selection of replacement names within a sector and market determined to be underweight will based on largest debt amount outstanding and bonds issued.

      b.A maximum of seven replacements can be made per Roll, with no more than two replacements per market-sector combination.

    Jun 11 2019
    iTraxx Europe Index Sector Rule Review

    Ahead of the September index roll IHS Markit invites feedback on a proposal to amend the iTraxx Europe Index rules.

    IHS Markit proposes to allow index sector limits to deviate by a maximum of 20% from the current set index sector constituent count for future index series. This rule change is being considered to prioritise underlying constituent liquidity. Currently, index constituents are selected from the iTraxx Europe Liquidity List until a sector limit is met. Under the proposed new rules, the highest-ranking entities on the iTraxx Europe Liquidity List for a given sector would be included until the upper sector limit is achieved, provided all other sectors achieve their lower limit. Market participants are invited to provide feedback by emailing itraxxadvisory@ihsmarkit.com,the feedback window is scheduled to complete by end of June following which IHS Markit will publish a further announcement.


    Sectors Current Sector Limit Proposed Lower Sector Limit Proposed Upper Sector Limit
    Autos & Industrials 30 24 36
    Consumers 25 20 30
    Energy 20 16 24
    Financials 30 30 30
    TMT 20 16 24

    May 30 2019
    New iTraxx Europe Crossover Index Versions Published:Bankruptcy Credit Event with respect to RALLYE (Ticker: GENP,RED Code FMDCAQ) .

    Following the confirmation of a Bankruptcy Credit Event with respect to RALLYE, new versions of all affected Markit iTraxx Europe Crossover indices have been issued with an annex date of 29th May 2019. Below are the new index versions along with their corresponding RED Index Codes:

    New Index Name New Index RED Code
    iTraxx Europe Crossover Series 11 Version 7 2I667KGM4
    iTraxx Europe Crossover Series 12 Version 7 2I667KGK8
    iTraxx Europe Crossover Series 13 Version 7 2I667KGI3
    iTraxx Europe Crossover Series 14 Version 6 2I667KGJ1
    iTraxx Europe Crossover Series 15 Version 4 2I667KGL6
    iTraxx Europe Crossover Series 16 Version 5 2I667KGS1
    iTraxx Europe Crossover Series 17 Version 5 2I667KGR3
    iTraxx Europe Crossover Series 18 Version 5 2I667KGQ5
    iTraxx Europe Crossover Series 19 Version 5 2I667KGO0
    iTraxx Europe Crossover Series 20 Version 4 2I667KGP7
    iTraxx Europe Crossover Series 21 Version 6 2I667KGN2
    iTraxx Europe Crossover Series 22 Version 7 2I667KGH5
    iTraxx Europe Crossover Series 23 Version 7 2I667KGF9
    iTraxx Europe Crossover Series 24 Version 6 2I667KGG7

    May 16 2019
    New iTraxx Europe Crossover Index Versions Published:Failure to Pay Credit Event with respect to NEW LOOK SENIOR ISSUER PLC (Ticker: NEWLOOAC, RED code: GMAA9C).

    Following the confirmation of a Failure to Pay Credit Event with respect to NEW LOOK SENIOR ISSUER PLC, new versions of all affected Markit iTraxx Europe Crossover indices have been issued with an annex date of 17th May 2019. Below are the new index versions along with their corresponding RED Index Codes.

    New Index New Index RED Code
    iTraxx Europe Crossover Series 24 Version 5 2I667KGC6
    iTraxx Europe Crossover Series 25 Version 3 2I667KGE2
    iTraxx Europe Crossover Series 26 Version 3 2I667KGD4
    iTraxx Europe Crossover Series 27 Version 3 2I667KGB8
    iTraxx Europe Crossover Series 28 Version 3 2I667KGA0

    Apr 25 2019
    ISDA 2019 German Bank CDS Protocol - Index and Tranche Red Codes

    IHS Markit will be re-versioning iTraxx Europe and iTraxx Europe Senior Financials Index Series 22-31 to facilitate the processing of the ISDA 2019 German Bank CDS Protocol, with processing taking place over the weekend 11 May 2019. The re-versioned version 2 indices will begin trading on Monday 13 May 2019. The new index versions will include German Banks under the ISDA Transaction Type STANDARD EUROPEAN SENIOR NON PREFERRED FINANCIAL CORPORATE. Queries can be sent to MK-CreditIndices@ihsmarkit.com.


    Index REDCodes


    CURRENT INDEX RED CODE NEW INDEX NAME NEW INDEX REDCODE
    2I666VBC8 iTraxx Europe Series 22 Version 2 2I666VCK9
    2I666VBD6 iTraxx Europe Series 23 Version 2 2I666VCL7
    2I666VBE4 iTraxx Europe Series 24 Version 2 2I666VCM5
    2I666VBF1 iTraxx Europe Series 25 Version 2 2I666VCN3
    2I666VBO2 iTraxx Europe Series 26 Version 2 2I666VCO1
    2I666VBP9 iTraxx Europe Series 27 Version 2 2I666VCP8
    2I666VCA1 iTraxx Europe Series 28 Version 2 2I666VCQ6
    2I666VCI4 iTraxx Europe Series 29 Version 2 2I666VCR4
    2I666VCJ2 iTraxx Europe Series 30 Version 2 2I666VCS2
    2I666VCT0 iTraxx Europe Series 31 Version 2 2I666VCU7
    2I667DAV6 iTraxx Europe Senior Financials Series 22 Version 2 2I667DBV5
    2I667DAW4 iTraxx Europe Senior Financials Series 23 Version 2 2I667DBW3
    2I667DAX2 iTraxx Europe Senior Financials Series 24 Version 2 2I667DBX1
    2I667DAY0 iTraxx Europe Senior Financials Series 25 Version 2 2I667DBY9
    2I667DAZ7 iTraxx Europe Senior Financials Series 26 Version 2 2I667DBZ6
    2I667DBA1 iTraxx Europe Senior Financials Series 27 Version 2 2I667DCA0
    2I667DBL7 iTraxx Europe Senior Financials Series 28 Version 2 2I667DCB8
    2I667DBT0 iTraxx Europe Senior Financials Series 29 Version 2 2I667DCC6
    2I667DBU7 iTraxx Europe Senior Financials Series 30 Version 2 2I667DCD4
    2I667DCE2 iTraxx Europe Senior Financials Series 31 Version 2 2I667DCF9


    Tranche REDCodes


    CURRENT INDEX TRANCHE NAME CURRENT INDEX TRANCHE REDCode NEW INDEX TRANCHE NAME NEW INDEX TRANCHE REDCode
    iTraxx Europe Series 22 Version 1 10Y 0-3 2I666VAI9 iTraxx Europe Series 22 Version 2 10Y 0-3 2I666VAA0
    iTraxx Europe Series 22 Version 1 10Y 12-100 2I666VAJ0 iTraxx Europe Series 22 Version 2 10Y 12-100 2I666VAA1
    iTraxx Europe Series 22 Version 1 10Y 3-6 2I666VAJ1 iTraxx Europe Series 22 Version 2 10Y 3-6 2I666VAA2
    iTraxx Europe Series 22 Version 1 10Y 6-12 2I666VAJ2 iTraxx Europe Series 22 Version 2 10Y 6-12 2I666VAA4
    iTraxx Europe Series 22 Version 1 3Y 0-3 2I666VAJ3 iTraxx Europe Series 22 Version 2 3Y 0-3 2I666VAA5
    iTraxx Europe Series 22 Version 1 3Y 12-100 2I666VAJ5 iTraxx Europe Series 22 Version 2 3Y 12-100 2I666VAA6
    iTraxx Europe Series 22 Version 1 3Y 3-6 2I666VAJ6 iTraxx Europe Series 22 Version 2 3Y 3-6 2I666VAA7
    iTraxx Europe Series 22 Version 1 3Y 6-12 2I666VAJ7 iTraxx Europe Series 22 Version 2 3Y 6-12 2I666VAA8
    iTraxx Europe Series 22 Version 1 5Y 0-3 2I666VAJ8 iTraxx Europe Series 22 Version 2 5Y 0-3 2I666VAA9
    iTraxx Europe Series 22 Version 1 5Y 12-100 2I666VAJ9 iTraxx Europe Series 22 Version 2 5Y 12-100 2I666VAB0
    iTraxx Europe Series 22 Version 1 5Y 3-6 2I666VAK0 iTraxx Europe Series 22 Version 2 5Y 3-6 2I666VAB2
    iTraxx Europe Series 22 Version 1 5Y 6-12 2I666VAK2 iTraxx Europe Series 22 Version 2 5Y 6-12 2I666VAB3
    iTraxx Europe Series 22 Version 1 7Y 0-3 2I666VAK3 iTraxx Europe Series 22 Version 2 7Y 0-3 2I666VAB4
    iTraxx Europe Series 22 Version 1 7Y 12-100 2I666VAK4 iTraxx Europe Series 22 Version 2 7Y 12-100 2I666VAB5
    iTraxx Europe Series 22 Version 1 7Y 3-6 2I666VAK5 iTraxx Europe Series 22 Version 2 7Y 3-6 2I666VAB6
    iTraxx Europe Series 22 Version 1 7Y 6-12 2I666VAK6 iTraxx Europe Series 22 Version 2 7Y 6-12 2I666VAB7
    iTraxx Europe Series 24 Version 1 10Y 0-3 2I666VAK7 iTraxx Europe Series 24 Version 2 10Y 0-3 2I666VAB8
    iTraxx Europe Series 24 Version 1 10Y 12-100 2I666VAK8 iTraxx Europe Series 24 Version 2 10Y 12-100 2I666VAB9
    iTraxx Europe Series 24 Version 1 10Y 3-6 2I666VAK9 iTraxx Europe Series 24 Version 2 10Y 3-6 2I666VAC0
    iTraxx Europe Series 24 Version 1 10Y 6-12 2I666VAL0 iTraxx Europe Series 24 Version 2 10Y 6-12 2I666VAC1
    iTraxx Europe Series 24 Version 1 3Y 0-3 2I666VAL1 iTraxx Europe Series 24 Version 2 3Y 0-3 2I666VAC2
    iTraxx Europe Series 24 Version 1 3Y 12-100 2I666VAL2 iTraxx Europe Series 24 Version 2 3Y 12-100 2I666VAC3
    iTraxx Europe Series 24 Version 1 3Y 3-6 2I666VAL3 iTraxx Europe Series 24 Version 2 3Y 3-6 2I666VAC4
    iTraxx Europe Series 24 Version 1 3Y 6-12 2I666VAL4 iTraxx Europe Series 24 Version 2 3Y 6-12 2I666VAC5
    iTraxx Europe Series 24 Version 1 5Y 0-3 2I666VAL5 iTraxx Europe Series 24 Version 2 5Y 0-3 2I666VAC6
    iTraxx Europe Series 24 Version 1 5Y 12-100 2I666VAL6 iTraxx Europe Series 24 Version 2 5Y 12-100 2I666VAC7
    iTraxx Europe Series 24 Version 1 5Y 3-6 2I666VAL7 iTraxx Europe Series 24 Version 2 5Y 3-6 2I666VAC8
    iTraxx Europe Series 24 Version 1 5Y 6-12 2I666VAL8 iTraxx Europe Series 24 Version 2 5Y 6-12 2I666VAD0
    iTraxx Europe Series 24 Version 1 7Y 0-3 2I666VAM0 iTraxx Europe Series 24 Version 2 7Y 0-3 2I666VAD1
    iTraxx Europe Series 24 Version 1 7Y 12-100 2I666VAM1 iTraxx Europe Series 24 Version 2 7Y 12-100 2I666VAD2
    iTraxx Europe Series 24 Version 1 7Y 3-6 2I666VAM2 iTraxx Europe Series 24 Version 2 7Y 3-6 2I666VAD3
    iTraxx Europe Series 24 Version 1 7Y 6-12 2I666VAM3 iTraxx Europe Series 24 Version 2 7Y 6-12 2I666VAD4
    iTraxx Europe Series 26 Version 1 10Y 0-3 2I666VAM4 iTraxx Europe Series 26 Version 2 10Y 0-3 2I666VAD5
    iTraxx Europe Series 26 Version 1 10Y 12-100 2I666VAM5 iTraxx Europe Series 26 Version 2 10Y 12-100 2I666VAD6
    iTraxx Europe Series 26 Version 1 10Y 3-6 2I666VAM6 iTraxx Europe Series 26 Version 2 10Y 3-6 2I666VAD8
    iTraxx Europe Series 26 Version 1 10Y 6-12 2I666VAM8 iTraxx Europe Series 26 Version 2 10Y 6-12 2I666VAD9
    iTraxx Europe Series 26 Version 1 3Y 0-3 2I666VAM9 iTraxx Europe Series 26 Version 2 3Y 0-3 2I666VAE0
    iTraxx Europe Series 26 Version 1 3Y 12-100 2I666VAN0 iTraxx Europe Series 26 Version 2 3Y 12-100 2I666VAE1
    iTraxx Europe Series 26 Version 1 3Y 3-6 2I666VAN1 iTraxx Europe Series 26 Version 2 3Y 3-6 2I666VAE2
    iTraxx Europe Series 26 Version 1 3Y 6-12 2I666VAN2 iTraxx Europe Series 26 Version 2 3Y 6-12 2I666VAE3
    iTraxx Europe Series 26 Version 1 5Y 0-3 2I666VAN3 iTraxx Europe Series 26 Version 2 5Y 0-3 2I666VAE4
    iTraxx Europe Series 26 Version 1 5Y 12-100 2I666VAN4 iTraxx Europe Series 26 Version 2 5Y 12-100 2I666VAE6
    iTraxx Europe Series 26 Version 1 5Y 3-6 2I666VAN6 iTraxx Europe Series 26 Version 2 5Y 3-6 2I666VAE7
    iTraxx Europe Series 26 Version 1 5Y 6-12 2I666VAN7 iTraxx Europe Series 26 Version 2 5Y 6-12 2I666VAE8
    iTraxx Europe Series 26 Version 1 7Y 0-3 2I666VAN8 iTraxx Europe Series 26 Version 2 7Y 0-3 2I666VAE9
    iTraxx Europe Series 26 Version 1 7Y 12-100 2I666VAN9 iTraxx Europe Series 26 Version 2 7Y 12-100 2I666VAF0
    iTraxx Europe Series 26 Version 1 7Y 3-6 2I666VAO0 iTraxx Europe Series 26 Version 2 7Y 3-6 2I666VAF1
    iTraxx Europe Series 26 Version 1 7Y 6-12 2I666VAO1 iTraxx Europe Series 26 Version 2 7Y 6-12 2I666VAF3
    iTraxx Europe Series 28 Version 1 10Y 0-3 2I666VAO2 iTraxx Europe Series 28 Version 2 10Y 0-3 2I666VAF4
    iTraxx Europe Series 28 Version 1 10Y 12-100 2I666VAO4 iTraxx Europe Series 28 Version 2 10Y 12-100 2I666VAF5
    iTraxx Europe Series 28 Version 1 10Y 3-6 2I666VAO5 iTraxx Europe Series 28 Version 2 10Y 3-6 2I666VAF6
    iTraxx Europe Series 28 Version 1 10Y 6-12 2I666VAO6 iTraxx Europe Series 28 Version 2 10Y 6-12 2I666VAF7
    iTraxx Europe Series 28 Version 1 3Y 0-3 2I666VAO7 iTraxx Europe Series 28 Version 2 3Y 0-3 2I666VAF8
    iTraxx Europe Series 28 Version 1 3Y 12-100 2I666VAO8 iTraxx Europe Series 28 Version 2 3Y 12-100 2I666VAF9
    iTraxx Europe Series 28 Version 1 3Y 3-6 2I666VAO9 iTraxx Europe Series 28 Version 2 3Y 3-6 2I666VAG1
    iTraxx Europe Series 28 Version 1 3Y 6-12 2I666VAP1 iTraxx Europe Series 28 Version 2 3Y 6-12 2I666VAG2
    iTraxx Europe Series 28 Version 1 5Y 0-3 2I666VAP2 iTraxx Europe Series 28 Version 2 5Y 0-3 2I666VAG3
    iTraxx Europe Series 28 Version 1 5Y 12-100 2I666VAP3 iTraxx Europe Series 28 Version 2 5Y 12-100 2I666VAG4
    iTraxx Europe Series 28 Version 1 5Y 3-6 2I666VAP4 iTraxx Europe Series 28 Version 2 5Y 3-6 2I666VAG5
    iTraxx Europe Series 28 Version 1 5Y 6-12 2I666VAP5 iTraxx Europe Series 28 Version 2 5Y 6-12 2I666VAG6
    iTraxx Europe Series 28 Version 1 7Y 0-3 2I666VAP6 iTraxx Europe Series 28 Version 2 7Y 0-3 2I666VAG7
    iTraxx Europe Series 28 Version 1 7Y 12-100 2I666VAP7 iTraxx Europe Series 28 Version 2 7Y 12-100 2I666VAG8
    iTraxx Europe Series 28 Version 1 7Y 3-6 2I666VAP8 iTraxx Europe Series 28 Version 2 7Y 3-6 2I666VAG9
    iTraxx Europe Series 28 Version 1 7Y 6-12 2I666VAP9 iTraxx Europe Series 28 Version 2 7Y 6-12 2I666VAH0
    iTraxx Europe Series 30 Version 1 10Y 0-3 2I666VAQ0 iTraxx Europe Series 30 Version 2 10Y 0-3 2I666VAH1
    iTraxx Europe Series 30 Version 1 10Y 12-100 2I666VAQ1 iTraxx Europe Series 30 Version 2 10Y 12-100 2I666VAH2
    iTraxx Europe Series 30 Version 1 10Y 3-6 2I666VAQ2 iTraxx Europe Series 30 Version 2 10Y 3-6 2I666VAH3
    iTraxx Europe Series 30 Version 1 10Y 6-12 2I666VAQ3 iTraxx Europe Series 30 Version 2 10Y 6-12 2I666VAH4
    iTraxx Europe Series 30 Version 1 3Y 0-3 2I666VAQ4 iTraxx Europe Series 30 Version 2 3Y 0-3 2I666VAH5
    iTraxx Europe Series 30 Version 1 3Y 12-100 2I666VAQ5 iTraxx Europe Series 30 Version 2 3Y 12-100 2I666VAH6
    iTraxx Europe Series 30 Version 1 3Y 3-6 2I666VAQ6 iTraxx Europe Series 30 Version 2 3Y 3-6 2I666VAH7
    iTraxx Europe Series 30 Version 1 3Y 6-12 2I666VAQ7 iTraxx Europe Series 30 Version 2 3Y 6-12 2I666VAH9
    iTraxx Europe Series 30 Version 1 5Y 0-3 2I666VAQ9 iTraxx Europe Series 30 Version 2 5Y 0-3 2I666VAI0
    iTraxx Europe Series 30 Version 1 5Y 12-100 2I666VAR0 iTraxx Europe Series 30 Version 2 5Y 12-100 2I666VAI1
    iTraxx Europe Series 30 Version 1 5Y 3-6 2I666VAR1 iTraxx Europe Series 30 Version 2 5Y 3-6 2I666VAI2
    iTraxx Europe Series 30 Version 1 5Y 6-12 2I666VAR2 iTraxx Europe Series 30 Version 2 5Y 6-12 2I666VAI3
    iTraxx Europe Series 30 Version 1 7Y 0-3 2I666VAR3 iTraxx Europe Series 30 Version 2 7Y 0-3 2I666VAI4
    iTraxx Europe Series 30 Version 1 7Y 12-100 2I666VAR4 iTraxx Europe Series 30 Version 2 7Y 12-100 2I666VAI5
    iTraxx Europe Series 30 Version 1 7Y 3-6 2I666VAR5 iTraxx Europe Series 30 Version 2 7Y 3-6 2I666VAI7
    iTraxx Europe Series 30 Version 1 7Y 6-12 2I666VAR7 iTraxx Europe Series 30 Version 2 7Y 6-12 2I666VAI8

    Mar 22 2019
    iTraxx Crossover 5Y Excess Return 5-Day Rollover Indices Restated

    The below index levels for 21st March 2019 have been restated.

    Index Ticker Revised Index Level
    iTraxx Europe Crossover 5Y Long Excess Return with DRC 5-Day Rollover IX5LERD5 200.85834332081
    iTraxx Europe Crossover 5Y Short Excess Return with DRC 5-Day Rollover IX5SERD5 41.5196580711083

    Mar 21 2019
    iTraxx Europe Crossover Total & Excess Return Index Levels Restated

    The below index levels have been restated:


    Index Ticker Revised Index Level
    iTraxx Europe Crossover 5Y Excess Return Index ERIXITXO 189.975630811613
    iTraxx Europe Crossover 5Y Long Excess Return with DRC ERIXILXO 197.965060011116
    iTraxx Europe Crossover 5Y Short Excess Return with DRC ERIXISXO 41.4143187965003
    iTraxx Europe Crossover 5Y Long Excess Return with DRC 5-Day Rollover IX5LERD5 201.152562127138
    iTraxx Europe Crossover 5Y Short Excess Return with DRC 5-Day Rollover IX5SERD5 41.4811198904056
    iTraxx Europe Crossover 5Y Long Total Return Index ITRXTX5I 201.4585835771
    iTraxx Europe Crossover 5Y Short Total Return Index ITRXSX5I 42.1394235797018
    iTraxx Europe Crossover 2x Daily Leverage Long Total Return Index ITRXTX25 352.192229464113
    iTraxx Europe Crossover 2x Daily Leverage Short Total Return Index ITRXSX25 14.7944669848562

    Mar 13 2019
    iTraxx Australia Final Index Membership Series 31

    Please find below the Markit iTraxx Australia Final Index Membership List for Series 31.

    Mar 13 2019
    iTraxx Asia ex-Japan Final Index Membership Series 31

    Please find below the Markit iTraxx Asia ex-Japan Final Index Membership Lists for Series 31.

    Mar 13 2019
    iTraxx Japan Final Index Membership Series 31

    Please see find below the iTraxx Japan Final Index Membership Lists for Series 31.

    Mar 13 2019
    iTraxx Europe News Announcement


    The iTraxx Europe Series 31 Final List has been published. Please find below an explanation of revisions made by IHS Markit since publication of the iTraxx Europe Series 31 Provisional List.

    iTraxx Europe Crossover Series 31- Teva Pharmaceutical Finance Netherlands II BV (TEVAPHAF)

    Following further review IHS Markit has decided to not include TEVAPHAF in the Series 31. Notwithstanding the fact that TEVAPHAF qualifies for inclusion under the Supplementary List Criteria, IHS Markit does not view the inclusion as being in line with the primary objective of the iTraxx Europe Crossover Index - namely, to include EU and EFTA based corporate issuers. IHS Markit has taken this view because the majority of TEVAPHAF business operations reside in Israel. IHS Markit will, ahead of the September roll of the Index, review the Supplementary List Criteria and consult on any potential changes.

    iTraxx Europe Crossover Series 31 – Schaeffler Finance BV (SCHAFIN)

    Due to recent corporate events resulting in the 5YR Schaeffler Finance BV (SCHAFIN) CDS spread significantly tightening below the index spread cut-off , IHS Markit has taken the view to not include Schaeffler Finance BV (SCHAFIN) in iTraxx Europe Crossover Series 31.

    Mar 13 2019
    Markit iTraxx Europe Final Index Membership Series 31

    Please find below the iTraxx Europe Final Index Membership Lists for Series 31.

    Mar 11 2019
    iTraxx Australia Series 31 Provisional List

    Following a review of the iTraxx Australia Liquidity List and the Additional Entity List, IHS Markit has identified a number of constituents that would qualify for inclusion in the iTraxx Australia Series 31 index via the Additional Entity List in accordance with the methodology set out in the Rules. However, with the aim of maintaining index liquidity and preserving the economic intent of iTraxx Australia as an index primarily comprised of constituents with investment grade credit ratings that trade in the CDS market, which IHS Markit believes may otherwise be unduly impacted, IHS Markit has determined that it is appropriate to depart from the methodology set out in the Rules and intends to keep the index constituents unchanged for iTraxx Australia Series 31 - please refer to the iTraxx Australia Series 31 Provisional List published earlier today. IHS Markit continues to undertake a review of the Rules for iTraxx Australia and welcomes any feedback from market participants (itraxxadvisory@ihsmarkit.com.)

    Mar 08 2019
    Markit iTraxx Japan Provisional Index Membership Series 31

    Please find below the Markit iTraxx Japan Provisional Index Membership List for Series 31
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