Following the announcement on changes to the iBoxx proprietary classification schema as part of the iBoxx Annual Index Reviews 2019 (16 December 2019) and subsequent announcement on planned implementation on the 31 July 2020 rebalancing (27 May 2020), IHS Markit is pleased to announce the following updates to indices: 1
. Introduction of 59 new indices across our iBoxx EUR, GBP, USD Benchmark index families and the iBoxx EUR High Yield and GBP High Yield index families. The details of the these new indices can be found in the Excel sheet included below (New_Indices tab). 2
. Discontinuation of 16 duplicate iBoxx £ Financial and Non-Financial indices currently listed in the iboxx_gbp_eod_indices_yyyymmdd.csv files. The list of affected indices can be found in the Excel sheet included below (Discontinued_Indices tab), alongside their duplicate indices that will be remaining, where users will be able to switch to if needed. 3
. Relabeling of 13 indices. The classification schema document, which accompanied the Annual Index Review Results announcement, lists changes to the sub-sector classification for Fixed-Line and Mobile Communication sectors, and Software & Computer Services respectively. These indices will hence change their name accordingly, as detailed in the Excel sheet included below (Renamed Indices tab).
The changes listed here will all be effective after the 31 July 2020 rebalance. The new indices and renamed indices will be available in the indices files published on Monday, 3 August 2020. Sample benchmark files containing the new and renamed indices will be available upon request 2 weeks prior to the 31 July 2020 rebalance date.
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