Indices
News & Information

    Jan 26 2022
    Consultation on Turnover Adjustment Factors for EMIX Indices

    IHS Markit is conducting a consultation on the relaxation of turnover adjustment factors for single market size indices with no constituents for the EMIX World index family.

    Clients and other stakeholders are invited to review the consultation and provide feedback on the proposed changes.

    The consultation window will remain open through 22 February 2022, and a final decision will be communicated on 28 February 2022.

    For more information please contact us at indices@ihsmarkit.com.
    Consultation - Relaxation of Turnover Adjustment Factors.pdf
     
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    Jan 25 2022
    Launch of new iBoxx EUR High Yield Sub-Indices

    25 January 2022

    IHS Markit is pleased to announce the launch of additional sector and rating sub-indices, as part of the iBoxx EUR High Yield index family.

    SFTP Server: The newly published indices will be available on the SFTP server in below-mentioned folders from 1 February 2022 onwards:
    File Type File Name Publication SFTP Folder
    Indices iboxx_eurhy_eod_indices_yyyyMMdd.csv Daily \iboxx_eur_hy\eur_hy_eod_indices
    Indices iboxx_eurhy_eod_indices_yyyyMMdd.csv Daily \iboxx_eur_hy\eur_hy_eod_indices\IBOR_TRANSITION
    XREF iboxx_eurhy_eom_xref_yyyyMMdd.csv Monthly \iboxx_eur_hy\eur_hy_eom_xref

    Please find the list of indices here.

    For more information please contact us at indices@ihsmarkit.com.
     
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    Jan 25 2022
    Rebalance of the LGIM Core Indices

    Please be informed that IHS Markit Benchmark Administration (IHSM UK) has performed the pro forma rebalance for the LGIM Core indices using the closing prices of 17 January 2022.

    The final rebalance will be performed using closing prices of 24 January 2022.

    Should you have any questions or would like to request rebalance information, please contact us at support@ihsmarkit.com.
     
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    Jan 24 2022
    Result of the Consultation on the Methodology Update for 5 iBoxx MSCI ESG Custom Indices

    Pursuant to the consultation announced on 23 December 2021, IHS Markit Benchmark Administration Limited (IMBA UK) will implement the proposed changes to the methodology of the 5 iBoxx MSCI ESG custom indices.

    Stakeholder feedback was supportive of the proposition outlined in the consultation.

    For more information please contact us at indices@ihsmarkit.com
     
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    Jan 21 2022
    Consultation - iBoxx GBP Corporates 1-5 ESG Screened Index

    IHS Markit is conducting a consultation regarding a potential methodology update for the iBoxx GBP Corporates 1-5 ESG Screened index.

    Clients and other stakeholders are invited to review the consultation and provide feedback on the proposed changes.

    The consultation window will remain open through 18 February 2022, and a final decision will be communicated on 21 February 2022.

    For more information please contact us at indices@ihsmarkit.com.
    Consultation 2022-01 - iBoxx GBP Corporates 1-5 ESG Screened - 20220121.pdf
     
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    Jan 20 2022
    Updated CMBX Series 15 Static Data

    Following are the updated static data for the upcoming CMBX Series 15 index that will roll on 25 January 2022.

    Index Name CMBX.NA.AAA.15 CMBX.NA.AS.15 CMBX.NA.AA.15 CMBX.NA.A.15 CMBX.NA.BBB-.15 CMBX.NA.BB.15
    Reference Entity CMBX.NA.AAA.15 CMBX.NA.AS.15 CMBX.NA.AA.15 CMBX.NA.A.15 CMBX.NA.BBB-.15 CMBX.NA.BB.15
    Index CMBX-AAA CMBX-AS CMBX-AA CMBX-A CMBX-BBB- CMBX-BB
    Series 15 15 15 15 15 15
    Markit Family CMBX CMBX CMBX CMBX CMBX CMBX
    REDs Num 137BENAO4 137BETAJ2 137BEPAO9 137BEOAO2 137BERAO5 137BEMAN8
    Coupon 50 100 150 200 300 500
    Currency USD USD USD USD USD USD
    Annex Date 1/25/2022 1/25/2022 1/25/2022 1/25/2022 1/25/2022 1/25/2022
    Maturity Date 11/18/2064 11/18/2064 11/18/2064 11/18/2064 11/18/2064 11/18/2064
    Initial Factor 1 1 1 1 1 1
    Effective Date 1/25/2022 1/25/2022 1/25/2022 1/25/2022 1/25/2022 1/25/2022
    Payment First Date 2/25/2022 2/25/2022 2/25/2022 2/25/2022 2/25/2022 2/25/2022
    Frequency 1 Month 1 Month 1 Month 1 Month 1 Month 1 Month
    Short Stub N N N N N N
     
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    Jan 19 2022
    Client Notification: Markit iBoxx Constituents IBOR Transition Files Republished

    Please be advised that the below mentioned bond constituent-level files in the IBOR_TRANSITION sub-folder have been republished from 15 September 2021 to update the ISIN identifier information.

    The period for which the files have been republished is indicated in the below table.

    The newly published file is now available on our SFTP server.

    For more information please contact us at indices@ihsmarkit.com .


    Export folder Filename Republished period
    iboxx_custom_indices\B120102\COMPONENTS\IBOR_TRANSITION iboxx_GblDevHy_eom_components_ 15 September 2021 – 14 January 2022
    iboxx_custom_indices\B120102\COMPONENTS\IBOR_TRANSITION iboxx_GblDevHy_eom_components_fcy_ 15 September 2021 – 14 January 2022
    iboxx_custom_indices\B120102\COMPONENTS\IBOR_TRANSITION iboxx_GblDevHyCapped_eom_components_ 15 September 2021 – 14 January 2022
    iboxx_custom_indices\B120102\COMPONENTS\IBOR_TRANSITION iboxx_GblDevHyCapped_eom_components_fcy_ 15 September 2021 – 14 January 2022
    iboxx_custom_indices\B120102\COMPONENTS\IBOR_TRANSITION iboxx_GblDevHyexUsd_eom_components_ 15 September 2021 – 14 January 2022
    iboxx_custom_indices\B120102\COMPONENTS\IBOR_TRANSITION iboxx_GblDevHyexUsd_eom_components_fcy_ 15 September 2021 – 14 January 2022
    iboxx_custom_indices\B120102\UNDERLYINGS\IBOR_TRANSITION iboxx_GblDevHy_eod_underlying_ 15 September 2021 – 14 January 2022
    iboxx_custom_indices\B120102\UNDERLYINGS\IBOR_TRANSITION iboxx_GblDevHy_eod_underlying_fcy_ 15 September 2021 – 14 January 2022
    iboxx_custom_indices\B120102\UNDERLYINGS\IBOR_TRANSITION iboxx_GblDevHyCapped_eod_underlying_ 15 September 2021 – 14 January 2022
    iboxx_custom_indices\B120102\UNDERLYINGS\IBOR_TRANSITION iboxx_GblDevHyCapped_eod_underlying_fcy_ 15 September 2021 – 14 January 2022
    iboxx_custom_indices\B120102\UNDERLYINGS\IBOR_TRANSITION iboxx_GblDevHyExUSD_eod_underlying_ 15 September 2021 – 14 January 2022
    iboxx_custom_indices\B120102\UNDERLYINGS\IBOR_TRANSITION iboxx_GblDevHyExUSD_eod_underlying_fcy_ 15 September 2021 – 14 January 2022
    iboxx_custom_indices\B170801\COMPONENTS\IBOR_TRANSITION iboxx_B170801_GblDevHY_eom_components_ 15 September 2021 – 14 January 2022
    iboxx_custom_indices\B170801\UNDERLYINGS\IBOR_TRANSITION iboxx_B170801_GblDevHY_eod_underlyings_ 15 September 2021 – 14 January 2022
    IBOXX_GLOBALHY\COMPONENTS\IBOR_TRANSITION iboxx_GblDevHy_eom_components_ 15 September 2021 – 14 January 2022
    IBOXX_GLOBALHY\COMPONENTS\IBOR_TRANSITION iboxx_GblDevHyCapped_eom_components_ 15 September 2021 – 14 January 2022
    IBOXX_GLOBALHY\COMPONENTS\IBOR_TRANSITION iboxx_GblDevHyexusd_eom_components_ 15 September 2021 – 14 January 2022
    IBOXX_GLOBALHY\UNDERLYINGS\IBOR_TRANSITION iboxx_GblDevHy_eod_underlying_ 15 September 2021 – 14 January 2022
    IBOXX_GLOBALHY\UNDERLYINGS\IBOR_TRANSITION iboxx_GblDevHyCapped_eod_underlying_ 15 September 2021 – 14 January 2022
    IBOXX_GLOBALHY\UNDERLYINGS\IBOR_TRANSITION iboxx_GblDevHyExUSD_eod_underlying_ 15 September 2021 – 14 January 2022
    iboxx_custom_indices\b101202\underlyings\IBOR_TRANSITION iboxx_b101202_usd_lq_eod_underlyings_ 15 September 2021 – 5 January 2022
    iboxx_custom_indices\B130801\UNDERLYINGS\IBOR_TRANSITION iboxx_B130801_usd_lq_ig_Short_eod_underlyings_ 15 September 2021 – 5 January 2022
    iboxx_custom_indices\B121102\UNDERLYINGS\IBOR_TRANSITION iboxx_usd_lq_ig_mid_eod_underlyings_ 15 September 2021 – 5 January 2022
    iboxx_custom_indices\B121102\UNDERLYINGS\IBOR_TRANSITION iboxx_usd_lq_ig_mid_eod_underlyings_fcy_ 15 September 2021 – 5 January 2022
    iboxx_custom_indices\B130802\UNDERLYINGS\IBOR_TRANSITION iboxx_B130802_usd_lq_ig_UltraShort_eod_underlyings_ 15 September 2021 – 5 January 2022
    iboxx_custom_indices\B150101\UNDERLYINGS\IBOR_TRANSITION iboxx_B150101_usd_eod_underlyings_ 15 September 2021 – 5 January 2022
    iboxx_custom_indices\B210204\UNDERLYINGS\IBOR_TRANSITION iboxx_B210204_usd_lq_bbb_eod_underlyings_ 15 September 2021 – 5 January 2022
    iboxx_custom_indices\b101202\components\IBOR_TRANSITION iboxx_b101202_usd_lq_eom_components_ 15 September 2021 – 5 January 2022
    iboxx_custom_indices\B121102\COMPONENTS\IBOR_TRANSITION iboxx_usd_lq_ig_mid_eom_components_ 15 September 2021 – 5 January 2022
    iboxx_custom_indices\B121102\COMPONENTS\IBOR_TRANSITION iboxx_usd_lq_ig_mid_eom_components_fcy_ 15 September 2021 – 5 January 2022
    iboxx_custom_indices\B150101\COMPONENTS\IBOR_TRANSITION iboxx_B150101_usd_eom_components_ 15 September 2021 – 5 January 2022
    iboxx_custom_indices\B210204\COMPONENTS\IBOR_TRANSITION iboxx_B210204_usd_lq_bbb_eom_components_ 15 September 2021 – 5 January 2022
     
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    Jan 19 2022
    Updated CMBX Series 15 Static Data

    Following are the updated static data for the upcoming CMBX Series 15 index that will roll on 25 January 2022.

    Index Name CMBX.NA.AAA.15 CMBX.NA.AS.15 CMBX.NA.AA.15 CMBX.NA.A.15 CMBX.NA.BBB-.15 CMBX.NA.BB.15
    Reference Entity CMBX.NA.AAA.15 CMBX.NA.AS.15 CMBX.NA.AA.15 CMBX.NA.A.15 CMBX.NA.BBB-.15 CMBX.NA.BB.15
    Index CMBX-AAA CMBX-AS CMBX-AA CMBX-A CMBX-BBB- CMBX-BB
    Series 15 15 15 15 15 15
    Markit Family CMBX CMBX CMBX CMBX CMBX CMBX
    REDs Num 137BENAO4 137BETAJ2 137BEPAO9 137BEOAO2 137BERAO5 137BEMAN8
    Coupon 50 100 150 200 300 500
    Currency USD USD USD USD USD USD
    Annex Date 1/25/2022 1/25/2022 1/25/2022 1/25/2022 1/25/2022 1/25/2022
    Maturity Date 11/15/2064 11/15/2064 11/15/2064 11/15/2064 11/15/2064 11/15/2064
    Initial Factor 1 1 1 1 1 1
    Effective Date 1/25/2022 1/25/2022 1/25/2022 1/25/2022 1/25/2022 1/25/2022
    Payment First Date 2/25/2022 2/25/2022 2/25/2022 2/25/2022 2/25/2022 2/25/2022
    Frequency 1 Month 1 Month 1 Month 1 Month 1 Month 1 Month
    Short Stub N N N N N N
     
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    Jan 18 2022
    CMBX Series 15 Final Composition

    Following are the finalized deals and bonds to be included in the upcoming CMBX Series 15 index that will roll on 25 January 2022.

    For further information, please contact indices@ihsmarkit.com.
    CMBX Series 15 - Final Constituent List.xlsx
     
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    Jan 18 2022
    CMBX Series 15 Static Data

    Following are the static data for the upcoming CMBX Series 15 index that will roll on 25 January 2022.

    Index Name CMBX.NA.AAA.15 CMBX.NA.AS.15 CMBX.NA.AA.15 CMBX.NA.A.15 CMBX.NA.BBB-.15 CMBX.NA.BB.15
    Reference Entity CMBX.NA.AAA.15 CMBX.NA.AS.15 CMBX.NA.AA.15 CMBX.NA.A.15 CMBX.NA.BBB-.15 CMBX.NA.BB.15
    Index CMBX-AAA CMBX-AS CMBX-AA CMBX-A CMBX-BBB- CMBX-BB
    Series 15 15 15 15 15 15
    Markit Family CMBX CMBX CMBX CMBX CMBX CMBX
    REDs Num 137BENAO4 137BETAJ2 137BEPAO9 137BEOAO2 137BERAO5 137BEMAN8
    Coupon 50 100 150 200 300 500
    Currency USD USD USD USD USD USD
    Annex Date 1/25/2022 1/25/2022 1/25/2022 1/25/2022 1/25/2022 1/25/2022
    Maturity Date 11/15/2064 11/15/2064 11/15/2064 11/15/2064 11/15/2064 11/15/2064
    Initial Factor 1 1 1 1 1 1
    Effective Date 1/25/2022 1/25/2022 1/25/2022 1/25/2022 1/25/2022 1/25/2022
    Payment First Date 1/25/2022 1/25/2022 1/25/2022 1/25/2022 1/25/2022 1/25/2022
    Frequency 1 Month 1 Month 1 Month 1 Month 1 Month 1 Month
    Short Stub N N N N N N
     
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    Jan 17 2022
    Termination of the HSBC USD DTP Index

    IMBA UK hereby gives notice of its intention to cease administration/calculation of the below Index and invites stakeholders to raise objections or other comments as soon as possible (and in any case by 15 February 2022) via email to MK-IndexAdminConsultation@ihsmarkit.com.

    Index Name Ticker
    HSBC USD DTP Index HSTP10

    For more information please contact us at support@ihsmarkit.com
     
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    Jan 14 2022
    Updated CMBX Series 15 Proposed List

    Following are the updated provisional deals and bonds expected for the upcoming CMBX Series 15 index that will roll on 25 January 2022. To note, IHS Markit is consulting with market participants on the suitability of inclusions.

    For further information, please contact indices@ihsmarkit.com.
    Updated CMBX Series 15 - Proposed List.xlsx
     
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    Jan 13 2022
    IHS Markit IBOR Transition – Timeline Extension

    Please be advised that due to client demand the IBOR transition parallel run will be extended until 13 February 2022 (instead of 31 January 2022). During the parallel run, the legacy file format is published in the normal (legacy) directory while the new file format (including the new RFR analytics) is published in the new IBOR_TRANSITION sub-folder. This extension will allow clients an extra 2 weeks to facilitate the transition to the new file formats published in the IBOR_TRANSITION sub-folder.

    Starting from 14 February 2022, the legacy file format will cease to exist and the new file format (including the new RFR analytics) will be published in both the normal directory and the IBOR_TRANSITION sub-folder. Starting on 7 March 2022, the new file format will only be published in the normal directory and the full transition will be completed. This allows clients 3 weeks to switch back to the normal (legacy) folder directory where the new file format will be published.

    For more information please contact us at indices@ihsmarkit.com.
     
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    Jan 12 2022
    Updated CMBX Series 15 Proposed List

    Following are the updated provisional deals and bonds expected for the upcoming CMBX Series 15 index that will roll on 25 January 2022. To note, IHS Markit is consulting with market participants on the suitability of inclusions.

    For further information, please contact indices@ihsmarkit.com.
    CMBX Series 15 - Proposed List Updt.xlsx
     
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    Jan 12 2022
    Termination of UBS Q-Bar indices - Confirmation

    As previously announced here, please be informed that IHS Markit Benchmark Administration Limited will cease calculation and administration of the below indices after 31 January 2022.

    Index Name Ticker
    UBS Q-BAR US Index ER USD UISRQUUE
    UBS Q-BAR Europe Index ER EUR UISRQEEE
    UBS Q-BAR Japan Index ER JPY UISRQJJE
    UBS Q-BAR Index ER USD UISRQGUE


    The last calculation date will be 31 January 2022.

    Should you have any questions, please contact us at support@ihsmarkit.com.
     
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    Jan 10 2022
    RED Codes for Markit CMBX Series 15 Indices

    Following are the RED codes for the upcoming CMBX Series 15 index that will roll on 25 January 2022. Please note that these codes remain provisional until publication of the final annexes for the indices.

    Index Name Index RED Code
    CMBX.NA.AAA.15 137BENAO4
    CMBX.NA.AS.15 137BETAJ2
    CMBX.NA.AA.15 137BEPAO9
    CMBX.NA.A.15 137BEOAO2
    CMBX.NA.BBB-.15 137BERAO5
    CMBX.NA.BB.15 137BEMAN8
     
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    Jan 10 2022
    CMBX Series 15 Proposed List

    Following are the provisional deals and bonds expected for the upcoming CMBX Series 15 index that will roll on 25 January 2022. To note, IHS Markit is consulting with market participants on the suitability of inclusions.

    For further information, please contact indices@ihsmarkit.com.
    CMBX Series 15 - Proposed List.xlsx
     
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    Jan 07 2022
    Halifax House Price Index - January 2022 Press Release

    Halifax House Price Index - January 2022 Press Release is now available
    Press Release January-2022-Halifax-House-Price-Index.pdf
     
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    Jan 03 2022
    Updated List of Private Placements

    IHS Markit has identified additional Private Placement issues. The bonds in question have been added to the attached lists.

    For more information please contact us at indices@ihsmarkit.com

    iBoxx_EUR_Private_Placements_20211231

    iBoxx_GBP_Private_Placements_20211231
     
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