Sep 28 2023
    Rebalance of the Nordea Danish Bond Indices

    Please be informed that IHS Markit Benchmark Administration (IMBA UK) has performed the rebalance for the attached Nordea Danish Bond Indices using the closing prices of 28/09/2023.

    The rebalance will be implemented on 29/09/2023.

    Should you have any questions or would like further information, please contact us at support@ihsmarkit.com.

    Sep 27 2023
    IHS Markit Index Administration Services: Restatement of UBS Covered Call Index Family

    Kindly be advised that below tickers from UBS Covered Call Index Family have been restated for 26 September 2023 because of an update in underlying data input. Please refresh your index levels to ensure that you capture any adjustments observed.

    Ticker Index Name Index Family Date Prior Level Revised Level
    UISEED UBS Europe Rolling Discount Index UBS Covered Call 20230926 445.14 445.37
    UISEEDD UBS Europe Deep Rolling Discount Index UBS Covered Call 20230926 225.39 225.51
    UISEEDW UBS Europe Dynamic Weekly Index UBS Covered Call 20230926 683.03 683.39
    UISEEDXL UBS Europe Deep XL Discount Index UBS Covered Call 20230926 182.45 182.55
    UISEEF UBS Europe Rolling Flex Index UBS Covered Call 20230926 476.73 476.99
    UISEES UBS Europe Rolling Sprint Index UBS Covered Call 20230926 418.57 418.79

    For more information please contact us as support@spglobal.com

    Sep 27 2023
    iBoxx Asia-Pacific Annual Index Review 2023 Results

    Please find the results of the 2023 iBoxx Asia-Pacific Annual Index Review here.

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

    Sep 26 2023
    Restatement of CDS Benchmark Index Levels

    Kindly note that the 20 September 2023 and 21 September 2023 index levels for the below indices have been restated.

    Ticker Index Name
    M10CDITX Markit 10Y CDX and iTraxx GBP Hedged TRI

    For more information please contact indices@ihsmarkit.com

    Sep 26 2023
    Launch Notification - iBoxx GBP Non-Gilts ex-Financials RPI Inflation Hedged Indices

    S&P Global is pleased to announce the launch of the indices listed below:

    Index Name
    iBoxx GBP Non-Gilts ex-Financials 1-5 RPI Inflation Hedged
    iBoxx GBP Non-Gilts ex-Financials 5-10 RPI Inflation Hedged
    iBoxx GBP Non-Gilts ex-Financials 10-15 RPI Inflation Hedged
    iBoxx GBP Non-Gilts ex-Financials 15-20 RPI Inflation Hedged
    iBoxx GBP Non-Gilts ex-Financials 20-25 RPI Inflation Hedged
    iBoxx GBP Non-Gilts ex-Financials 25-30 RPI Inflation Hedged
    iBoxx GBP Non-Gilts ex-Financials 30-40 RPI Inflation Hedged

    You'll find the details of the published files in the launch notice included here.

    Please find the index guide below.

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

    Sep 26 2023
    New iTraxx Europe Crossover Index Versions Published: Failure To Pay Credit Event with respect to CASINO GUICHARD-PERRACHON (Ticker: GROUPE)

    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


    For more information please contact indices@ihsmarkit.com

    Sep 22 2023
    iBoxx European & North American Annual Index Review 2023 Preliminary Agenda

    Please find the preliminary agenda for the 2023 iBoxx European & North American Annual Index Review.

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

    Sep 22 2023
    USD Indices - Missed Bonds in Universe

    A set of USD denominated bonds were missed in iBoxx Indices for end of August 2023 rebalancing. These bonds were part of July end composition and should have been part of August composition as well.
    After thorough investigation, IBMA has decided to add these bonds to the iBoxx universe ongoing as of the next rebalance, on 30th September 2023.

    Please find the list of missed USD bonds attached.

    Sep 21 2023
    Updated Reference Obligations for Markit CDX.NA.HY.41

    The updated reference obligations that will be included in the upcoming Markit CDX.NA.HY.41 index are available below. Please note that this list remains provisional until publication of the final annex for the index.

    Sep 21 2023
    CDX EM Rating Sub-Indices Quoting Convention

    This is to inform market participants that the advised quoting convention for the new CDX EM Rating Sub-Indices that will roll on September 27 is that they are quoted in price terms, similar to the CDX EM flagship index. Please see the list of CDX EM indices and their advised quoting conventions listed in the following table.

    Index Quoting Convention
    CDX Emerging Markets High Yield Index Price
    CDX Emerging Markets Investment Grade Index Price
    CDX Emerging Markets Price

    For more information, please contact cdxadvisory@ihsmarkit.com.

    Sep 21 2023
    Impact Analyses for changes in Index Universe for the UBS Commodity Quarterly Backwardation Select - 12 Index

    IHS Markit Benchmark Administration Limited (IMBA UK) has conducted a consultation with market participants on a potential change to the UBS Commodity Quarterly Backwardation Select - 12 Index. The consultation result link is provided below:
    Consultation Result

    IMBA UK has analyzed the impact of the proposed changes for the rebalances between September, 2022 - July, 2023 and can be found as an attachment.

    For more information please contact us at h-ihsm-mk-indexadministrationoperations@spglobal.com.

    Sep 20 2023
    Updated List of Changes for Markit CDX.NA.HY.41

    Following is the updated list of changes expected for the upcoming Markit CDX.NA.HY.41 index that will roll on 27 September, 2023. The Administrator determined to make NCL CORP LTD eligible for Cash-Adjusted Liquidity-Based Inclusion in the upcoming series, given its Country of Risk is the United States. The Administrator also determined to include the parent entity VENTURE GLOBAL LNG INC, instead of VENTURE GLOBAL CALCASIEU PASS LLC, to represent the risk of this entity. Please note that this list remains provisional until publication of the final annex for the index.

    Removals Additions
    APACHE CORPORATION MEDLINE BORROWER LP
    OCCIDENTAL PETROLEUM CORPORATION VENTURE GLOBAL LNG INC
    NETFLIX, INC. ORGANON & CO
    SAFEHOLD INC. CLOUD SOFTWARE GROUP INC
    AVON PRODUCTS, INC. NCL CORP LTD

    Sep 20 2023
    List of Constituents for Sub-indices of Markit CDX.NA.HY

    Following is the expected composition of the Markit CDX.NA.HY.B.41, Markit CDX.NA.HY.BB.41 and Markit CDX.NA.HY.Ex-BB.41 sub-indices. Please note that these lists remain provisional till publication of the final annexes for the indices.

    Markit CDX.NA.HY.B.41 Markit CDX.NA.HY.BB.41 Markit CDX.NA.HY.Ex-BB.41
    AMERICAN AIRLINES GROUP INC. AMKOR TECHNOLOGY, INC. AMERICAN AIRLINES GROUP INC.
    AMERICAN AXLE & MANUFACTURING, INC. ANTERO RESOURCES CORPORATION AMERICAN AXLE & MANUFACTURING, INC.
    ANYWHERE REAL ESTATE GROUP LLC ARAMARK SERVICES, INC. ANYWHERE REAL ESTATE GROUP LLC
    AVIS BUDGET GROUP, INC. ASHLAND INC. AVIS BUDGET GROUP, INC.
    BEAZER HOMES USA, INC. AVIENT CORPORATION BAUSCH HEALTH COMPANIES INC.
    BOMBARDIER INC. BALL CORPORATION BEAZER HOMES USA, INC.
    CAESARS ENTERTAINMENT, INC. BATH & BODY WORKS, INC. BOMBARDIER INC.
    CARNIVAL CORPORATION BOYD GAMING CORPORATION CAESARS ENTERTAINMENT, INC.
    CLOUD SOFTWARE GROUP INC CALPINE CORPORATION CARNIVAL CORPORATION
    CSC HOLDINGS, LLC CCO HOLDINGS, LLC CARVANA CO.
    FRONTIER COMMUNICATIONS HOLDINGS, LLC CHESAPEAKE ENERGY CORPORATION CLOUD SOFTWARE GROUP INC
    GFL ENVIRONMENTAL INC. CLEVELAND-CLIFFS INC. COMMSCOPE, INC.
    IHEARTCOMMUNICATIONS, INC. DAVITA INC. COMMUNITY HEALTH SYSTEMS, INC.
    LIBERTY INTERACTIVE LLC DELTA AIR LINES, INC. CSC HOLDINGS, LLC
    MEDLINE BORROWER LP DOMTAR CORPORATION DISH DBS CORPORATION
    MGM RESORTS INTERNATIONAL EQM MIDSTREAM PARTNERS, LP FRONTIER COMMUNICATIONS HOLDINGS, LLC
    NABORS INDUSTRIES, INC. FORD MOTOR COMPANY GFL ENVIRONMENTAL INC.
    NCL CORP LTD GENWORTH HOLDINGS, INC. IHEARTCOMMUNICATIONS, INC.
    PACTIV LLC HILTON DOMESTIC OPERATING COMPANY INC. K. HOVNANIAN ENTERPRISES, INC.
    PITNEY BOWES INC. HOWMET AEROSPACE INC. LIBERTY INTERACTIVE LLC
    POST HOLDINGS, INC. IRON MOUNTAIN INCORPORATED LUMEN TECHNOLOGIES, INC.
    R.R. DONNELLEY & SONS COMPANY KB HOME MEDLINE BORROWER LP
    ROYAL CARIBBEAN CRUISES LTD. KOHL'S CORPORATION MGM RESORTS INTERNATIONAL
    SABRE HOLDINGS CORPORATION LAMB WESTON HOLDINGS, INC. NABORS INDUSTRIES, INC.
    SERVICE PROPERTIES TRUST LOUISIANA-PACIFIC CORPORATION NCL CORP LTD
    STAPLES, INC. MACY'S, INC. PACTIV LLC
    TENET HEALTHCARE CORPORATION MBIA INC. PITNEY BOWES INC.
    THE HERTZ CORPORATION MGIC INVESTMENT CORPORATION POST HOLDINGS, INC.
    TRANSDIGM INC. MPT OPERATING PARTNERSHIP, L.P. R.R. DONNELLEY & SONS COMPANY
    UBER TECHNOLOGIES, INC. MURPHY OIL CORPORATION RITE AID CORPORATION
    UNISYS CORPORATION NAVIENT CORPORATION ROYAL CARIBBEAN CRUISES LTD.
    UNITI GROUP INC. NEW ALBERTSONS L.P. SABRE HOLDINGS CORPORATION
    UNIVISION COMMUNICATIONS INC. NEWELL BRANDS INC. SERVICE PROPERTIES TRUST
    VENTURE GLOBAL LNG INC NORDSTROM, INC. STAPLES, INC.
    WEATHERFORD INTERNATIONAL LTD. NOVA CHEMICALS CORPORATION TENET HEALTHCARE CORPORATION
    NRG ENERGY, INC. THE HERTZ CORPORATION
    OLIN CORPORATION TRANSDIGM INC.
    ONEMAIN FINANCE CORPORATION TRANSOCEAN INC.
    ORGANON & CO UBER TECHNOLOGIES, INC.
    PG&E CORPORATION UNISYS CORPORATION
    SAFEWAY INC. UNITI GROUP INC.
    SEALED AIR CORPORATION UNIVISION COMMUNICATIONS INC.
    SIRIUS XM RADIO INC. VENTURE GLOBAL LNG INC
    STANDARD BUILDING SOLUTIONS INC. WEATHERFORD INTERNATIONAL LTD.
    TEGNA INC.
    TEVA PHARMACEUTICAL INDUSTRIES LIMITED
    THE ADT SECURITY CORPORATION
    THE GAP, INC.
    THE GOODYEAR TIRE & RUBBER COMPANY
    UNITED AIRLINES HOLDINGS, INC.
    UNITED RENTALS (NORTH AMERICA), INC.
    UNITED STATES STEEL CORPORATION
    UNIVERSAL HEALTH SERVICES, INC.
    VISTRA OPERATIONS COMPANY LLC
    XEROX CORPORATION
    YUM! BRANDS, INC.

    Sep 20 2023
    Markit CDX HY 41 Reference Obligations

    The reference obligations that will be included in the upcoming Markit CDX.NA.HY.41 index are available below. Please note that this list remains provisional until publication of the final annex for the index.

    Sep 18 2023
    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 15 September 2023.

    The final rebalance will be performed using closing prices of 22 September 2023.

    Should you have any questions or would like to request rebalance information, please contact us at support@spglobal.com.

    Sep 18 2023
    CDX/iTraxx Tranches: September 2023 Roll Dates

    This is to inform market participants that the Sept 2023 roll dates for the tranches referencing the iTraxx/CDX indices will continue to be based on the T+4 convention i.e. the iTraxx/CDX tranche roll dates will be four business days following the respective index roll dates. For clarity, the following are the September 2023 roll dates for iTraxx/CDX tranches.

    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

    The above tranche roll dates conventions are advisory only, and market participants are requested to exercise their own judgement relating to trading of the new series of the iTraxx/CDX tranches.

    For any queries, please email Indices@ihsmarkit.com.

    Sep 15 2023
    List of Changes for Markit CDX.NA.HY.41

    Following are the changes expected for the upcoming Markit CDX.NA.HY.41 index that will roll on 27 September 2023. Please note that this list remains provisional until publication of the final annex for the index.

    Removals Additions
    APACHE CORPORATION MEDLINE BORROWER LP
    OCCIDENTAL PETROLEUM CORPORATION VENTURE GLOBAL CALCASIEU PASS LLC
    NETFLIX, INC. ORGANON & CO
    SAFEHOLD INC. CLOUD SOFTWARE GROUP INC
    AVON PRODUCTS, INC. HUB INTERNATIONAL LTD

    Sep 15 2023
    Updated Reference Obligations for Markit CDX.NA.IG.41

    The updated reference obligations that will be included in the upcoming Markit CDX.NA.IG.41 index are available below. Please note that this list remains provisional until publication of the final annex for the index.

    Sep 14 2023
    Reference Obligations for Markit CDX.EM.40

    The reference obligations that will be included in the upcoming Markit CDX.EM.40 index are available below. Please note that this list remains provisional until publication of the final annex for the index.

    Sep 14 2023
    Markit iBoxx USD Liquid High Yield Index sector weights for the Markit CDX HY Series 41 roll

    The sector weights of the Markit iBoxx USD Liquid High Yield Index, excluding non-US and Canada domiciled names, to be used for the upcoming CDX HY Index roll have been determined to be the following:

    iBoxx Level 5 Sector % weight
    Basic Materials 3.498%
    Consumer Goods 10.067%
    Consumer Services 28.561%
    Financials 10.174%
    Healthcare 8.340%
    Industrials 14.277%
    Energy 11.695%
    Technology 7.506%
    Telecommunications Services 2.266%
    Utilities 3.616%
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