Feb 25 2021
    Rebalance of the UBS Europe Value 20 Index

    Please be informed that IHS Markit Benchmark Administration Limited (“IHSMBAL”) has performed the pro forma rebalance for the UBS Europe Value 20 Index (MBCIEV20) using the closing prices of 25 February, 2021. The pro forma rebalance is available upon request.

    The final rebalance will be performed on 26 February, 2021, to be effective at the open of 1 March, 2021 and can likewise be requested at that time.

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

    Feb 25 2021
    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 02/25/2021.

    The rebalance will be implemented on 02/26/2021.

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

    Feb 25 2021
    Updated List of Private Placements (iBoxx Asian Indices)

    IHS Markit has identified additional Private Placement issues in the Markit iBoxx ABF / Asia indices. Please find the list attached.

    Feb 24 2021
    iTraxx Europe & Crossover News Announcement

    Kindly note the below amendments to the iTraxx Europe & Crossover Index Rules ahead of the March 2021 index roll.

    iTraxx Crossover Supplementary List
    Currently, when there are less than 75 entities available for the iTraxx Crossover index from the iTraxx Crossover Liquidity List, the iTraxx Crossover Supplementary List is used to select entities to achieve the index size of 75 constituents. The iTraxx Crossover Supplementary List consists of entities that have an aggregate minimum of EUR 750 million outstanding as per the iBoxx EUR High Yield unconstrained cum crossover Index as published on the first business day of the relevant roll month.

    Prior to the March 2021 roll, IHS Markit is amending the index rules such that the iTraxx Crossover Supplementary List will consist of entities that have an aggregate minimum of EUR 750 million equivalent outstanding as per the iBoxx EUR High Yield unconstrained cum crossover Index and iBoxx GBP High Yield Overall Index as published on the first business day of the relevant roll month. The entities in the Supplementary List will be ranked in descending order of their aggregate EUR equivalent debt outstanding.

    iTraxx Europe 1Y
    Currently, iTraxx Europe index is available for trading in 3, 5, 7, and 10 year tenors. IHS Markit is introducing a 1-year tenor starting from iTraxx Europe Series 35 onward.

    IHS Markit will publish the revised iTraxx Europe & Crossover Index Rules to reflect these changes.

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

    Feb 24 2021
    Ad-hoc rebalance of LGIM Leveraged Linker Plus Index

    Please be advised that IHS Markit Benchmark Administration Limited (IMBA UK) is implementing ad-hoc rebalances of the LGIM Leveraged Linker Plus Index for effective date 26 February 2021.

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

    Feb 23 2021
    Reminder: Upcoming changes resulting from iBoxx European and North American Annual Index Review 2020

    A number of changes announced in the 2020 iBoxx European and North American annual index review, published on 10 December 2020, will be implemented on 28 February 2021.

    This includes a change in the index end of day price snap time from 3pm New York to 4pm New York for the iBoxx USD indices and other Global indices that contain the iBoxx USD end of day snap prices. This will impact the delivery time of the iBoxx files using the USD 4pm New York snap prices, with files being posted up to 1 hour later than their current publication time.

    The other changes being implemented on 28 February 2021, and also those scheduled for 31 March 2021, are listed in the attached document.
    For more information please contact us at indices@ihsmarkit.com

    Feb 19 2021
    IHS Markit Consultation on the Adoption of the IHS Markit Industry Classification (IMIC) for the EMIX Index Family

    IHS Markit Benchmark Administration Limited (IMBA UK) is conducting a consultation regarding the potential adoption of the IHS Markit Industry Classification (IMIC) for the EMIX Index Family. The details of the proposal are available in the attachments to this announcement.

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

    The consultation window will remain open through 12 March 2021, and a final decision will be communicated on 15 March 2021.

    To participate in this consultation please respond to IMBA UK at MK-IndexAdminConsultation@ihsmarkit.com.

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

    Feb 19 2021
    Launch of 2021 iBoxx Trepp CMBS vintage sub-indices and retiring of older vintage indices

    IHS Markit is pleased to announce the launch of the 2021 iBoxx Trepp CMBS vintage sub-indices.


    Index identifiers:


    The list of the new iBoxx identifiers can be found below:

    Index Name SEDOL ISIN
    Markit iBoxx Trepp CMBS 2021 CPI BL09S32 GB00BL09S321
    Markit iBoxx Trepp CMBS 2021 TRI BL09S43 GB00BL09S438
    Markit iBoxx Trepp CMBS 2021 Current A CPI BL09S54 GB00BL09S545
    Markit iBoxx Trepp CMBS 2021 Current A TRI BL09S65 GB00BL09S651
    Markit iBoxx Trepp CMBS 2021 Current AA CPI BL09S76 GB00BL09S768
    Markit iBoxx Trepp CMBS 2021 Current AA TRI BL09S87 GB00BL09S875
    Markit iBoxx Trepp CMBS 2021 Current AAA CPI BL09S98 GB00BL09S982
    Markit iBoxx Trepp CMBS 2021 Current AAA TRI BL09SB0 GB00BL09SB07
    Markit iBoxx Trepp CMBS 2021 Current BBB CPI BL09SC1 GB00BL09SC14
    Markit iBoxx Trepp CMBS 2021 Current BBB TRI BL09SD2 GB00BL09SD21
    Markit iBoxx Trepp CMBS 2021 Original A CPI BL09SF4 GB00BL09SF45
    Markit iBoxx Trepp CMBS 2021 Original A TRI BL09SG5 GB00BL09SG51
    Markit iBoxx Trepp CMBS 2021 Original AA CPI BL09SH6 GB00BL09SH68
    Markit iBoxx Trepp CMBS 2021 Original AA TRI BL09SJ8 GB00BL09SJ82
    Markit iBoxx Trepp CMBS 2021 Original AAA CPI BL09SK9 GB00BL09SK97
    Markit iBoxx Trepp CMBS 2021 Original AAA TRI BL09SL0 GB00BL09SL05
    Markit iBoxx Trepp CMBS 2021 Original BBB CPI BL09SM1 GB00BL09SM12
    Markit iBoxx Trepp CMBS 2021 Original BBB TRI BL09SN2 GB00BL09SN29


    On-going publication:

    The new indices will be published on our FTP server in the existing iBoxx USD CMBS folder below and will begin publishing 1 March 2021 with the XREF file being available 28 February 2021.

    File Type File names Publication FTP folder for publication
    Indices iboxx_usd_cmbs_eod_indices_YYYYMMDD Daily /IBOXX_USD_CMBS/INDICES
    Underlyings iboxx_usd_cmbs_eod_underlyings_YYYYMM Monthly /IBOXX_USD_CMBS/UNDERLYINGS
    Components iboxx_usd_cmbs_eom_components_ YYYYMM Monthly /IBOXX_USD_CMBS/COMPONENTS
    XREF iboxx_usd_cmbs_eom_xref_ YYYYMM Monthly /IBOXX_USD_CMBS/XREF


    Retired Indices:

    IHS Markit will be be discontinuing the calculation and publication of the 2005 iBoxx Trepp CMBS vintage sub-indices due to the lack of any outstanding qualifying CMBS deals. The list of the retired iBoxx identifiers can be found within the file below.
    Retiring of Markit iBoxx Trepp CMBS 2005 vintage sub-indices.


    The indices will also be published on IHS Markit website.

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

    Feb 18 2021
    Republication of the iBoxx EUR Sovereign & Corporates Custom index

    Please be advised that due to a revised index composition for 31 January 2021, the iBoxx EUR Sovereign & Corporates Custom index has been republished in the below files. Note that all underlying files between 1 February 2021 and 17 February 2021 were included in this restatement.

    \IBOXX_CUSTOM_INDICES\B191203\COMPONENTS
    iboxx_b191203_ilb_custom_eom_components_202102.csv

    \IBOXX_CUSTOM_INDICES\B191203\UNDERLYINGS
    iboxx_b191203_ilb_custom_eod_underlyings_YYYYMMDD.csv


    The newly published files are now available on our FTP server.

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

    Feb 17 2021
    Restatement of the iBoxx EUR Sovereign & Corporates Custom index

    Please be advised that due to a revised index composition for 31 January 2021 the iBoxx EUR Sovereign & Corporates Custom index has been restated the below files. Note that all indices and underlyings files between 1 February 2021 and 15 February 2021 were included in this restatement.

    \IBOXX_CUSTOM_INDICES\B191203\COMPONENTS
    iboxx_b191203_eur_eom_components_202102.csv
    iboxx_b191203_ilb_custom_eom_components_202102.csv

    \IBOXX_CUSTOM_INDICES\B191203\INDICES
    iboxx_b191203_ilb_eod_indices_YYYYMMDD.csv
    iboxx_b191203_ilb_custom_eod_indices_YYYYMMDD.csv

    \IBOXX_CUSTOM_INDICES\B191203\UNDERLYINGS
    iboxx_b191203_ilb_eod_underlyings_YYYYMMDD.csv
    iboxx_b191203_ilb_custom_eod_underlyings_YYYYMMDD.csv


    The newly published files are now available on our FTP server.

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

    Feb 17 2021
    Launch Notification - iBoxx EUR European Union indices

    IHS Markit is pleased to announce the launch of the indices listed below:

    • iBoxx EUR European Union
    • iBoxx EUR European Union 1-10
    • iBoxx EUR European Union 10+
    • iBoxx EUR European Union Select

    Index Identifiers:
    Index Name Version ISIN SEDOL
    iBoxx EUR European Union TRi GB00BL09RX51 BL09RX5
    iBoxx EUR European Union CPi GB00BL09RY68 BL09RY6
    iBoxx EUR European Union 1-10 TRi GB00BL09RZ75 BL09RZ7
    iBoxx EUR European Union 1-10 CPi GB00BL09S099 BL09S09
    iBoxx EUR European Union 10+ TRi GB00BL09S107 BL09S10
    iBoxx EUR European Union 10+ CPi GB00BL09S214 BL09S21

    On-going Publication:

    FTP Server - Going forward the indices will be published on a daily basis through the FTP Server as part of the EUR Liquid Benchmark files.
    File Type File Name Publication SFTP folder for publication
    Indices iboxx_eur_eod_indices_yyyymmdd.csv Daily \IBOXX_EUR\EUR_EOD_INDICES
    XREF iboxx_eur_eom_xref_yyyymm.csv Monthly \IBOXX_EUR\EUR_EOM_XREF


    Index Identifiers:
    Index Name Version ISIN SEDOL BBG Ticker RIC
    iBoxx EUR European Union Select TRi GB00BL09HR93 BL09HR9 IBXXES7T .IBXXES7T
    iBoxx EUR European Union Select CPi GB00BL09HS01 BL09HS0 IBXXES7P .IBXXES7P

    On-going Publication:

    FTP Server - Going forward the indices will be published on a daily basis through the FTP Server as part of the EUR Liquid Benchmark files.
    File Type File Name Publication SFTP folder for publication
    Indices iboxx_eur_lq_eod_indices_yyyymmdd.csv Daily \IBOXX_EUR\EUR_LQ_EOD_INDICES
    Underlyings iboxx_eur_lq_eod_underlyings_yyyymmdd.csv Daily \IBOXX_EUR\EUR_LQ_EOD_UNDERLYINGS
    Components iboxx_eur_lq_eom_components_yyyymm.csv Monthly \IBOXX_EUR\EUR_LQ_EOM_COMPONENTS
    XREF iboxx_eur_lq_eom_xref_yyyymm.csv Monthly \IBOXX_EUR\EUR_LQ_EOM_XREF

    Feb 16 2021
    Restatement of the Markit iBoxx USD Emerging Markets Corporates indices

    Please be advised that due to a price update for bond USP94461AE36 - Unifin Financiera SAB de CV SOFOM ENR - 7.375% - 2/2026 the iBoxx USD Emerging Markets Corporates indices have been restated for 12 February 2021.

    /IBOXX_EM_CORP/EM_Corp_USD/Indices
    iboxx_em_usd_corp_eod_Indices_20210212.csv

    /IBOXX_EM_CORP/EM_Corp_USD/Underlyings
    iboxx_em_usd_corp_eod_Underlyings_20210212.csv

    The newly published files are now available on our FTP server.

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

    Feb 12 2021
    IHS Markit Consultation on the methodology update for 6 iBoxx custom indices

    IHS Markit is conducting a consultation regarding a potential methodology update for the following 6 indices, details included in the attachment.

    iBoxx ADBI High Grade Custom index
    iBoxx USD Australia Investment Grade Custom index
    iBoxx USD Japan Investment Grade Custom index
    iBoxx USD Emerging Markets Non-Sovereigns Investment Grade Custom index
    iBoxx USD Liquid Emerging Markets Sovereigns Investment Grade Custom index
    iBoxx USD Custom Aggregate 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 25 February 2021, and a final decision will be communicated on 26 February 2021.

    To participate in this consultation please respond to IMBA UK Administration Services at MK-IndexAdminConsultation@ihsmarkit.com.


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

    Feb 11 2021
    New iBoxx sub-sectors for the Electricity sector

    IHS Markit is pleased to announce the roll out of two new sub-sectors under Electricity for 31 March 2021. The new sub-sectors will allow for a more granular classification.

    Industry Supersector Sector Sub-Sector (Current) Sub-Sector (New)
    Utilities Utilities Electricity Electricity Alternative Electricity
    Conventional Electricity

    The change in classification will be reflected in the first previews published in March 2021.

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

    Feb 10 2021
    Result of the consultation on the methodology update for 5 iBoxx custom indices

    Pursuant to the consultation announced on 22 January 2021, IHS Markit Benchmark Administration Limited (IMBA UK) received feedback from stakeholders. IMBA UK will implement the proposed changes to the methodology for 5 iBoxx custom indices with the transitional period starting on 30 June 2021, instead of 31 May 2021.

    As such, the implementation schedule will shift by one month according to the below new schedule (implemented over the 4-month transitional period ending 30 September 2021). Additionally, IMBA UK will be updating the methodology of the original 5 iBoxx custom indices to use mid prices with a transaction cost adjustment on the 30 June 2021 rebalance, instead of 31 May 2021.



    Stakeholder feedback was otherwise supportive of all other proposed changes outlined in the consultation, which will be implemented accordingly.

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

    Feb 10 2021
    IHS Markit iBoxx ‘TRS’ Indices ‘Narrow/Broad’ CFTC/SEC Classifications

    IHS Markit is pleased to provide an updated guidance regarding the classification of IHS Markit’s iBoxx indices that are used for standardized Total Return Swaps. This provides a definition of narrow-based vs broad-based indices.

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

    Feb 09 2021
    iTraxx Asia ex-Japan News Announcement

    With respect to the March 2021 index roll, IHS Markit consulted with the iTraxx Asia ex-Japan Index Advisory Committee regarding the inclusion of entities impacted by the current United States Executive Order 13959 in the upcoming iTraxx Asia ex-Japan Series 35. Following review of feedback from the iTraxx Asia ex-Japan Index Advisory Committee and other market participants, IHS Markit has determined that the inclusion of entities that may be impacted by the Executive Order can potentially be harmful for the liquidity of iTraxx Asia ex-Japan index. Therefore, IHS Markit will exclude such entities from iTraxx Asia ex-Japan Series 35 due to be launched in March 2021.

    As per the announcement on 11th January 2021, IHS Markit launched the iTraxx Asia ex-Japan (Restricted) sub-indices of iTraxx Asia ex-Japan indices that excluded the entities deemed or expected to be impacted by the sanctions. Consequent from above, IHS Markit will not publish the iTraxx Asia ex-Japan (Restricted) Series 35 sub-index.

    IHS Markit will continue to monitor for any updates in relation to these sanctions, and also look to amend the iTraxx Asia ex-Japan Index Rules in due course to account for such considerations in future.

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

    Feb 05 2021
    Ad-hoc rebalance of LGIM Leveraged Gilt Plus & Leveraged Linker Plus indices

    Please be advised that IHS Markit Benchmark Administration Limited (IMBA UK) is implementing ad-hoc rebalances of the Leveraged Gilt Plus & Leveraged Linker Plus indices for effective date 08 February 2021.

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

    Feb 05 2021
    Halifax House Price Index - February 2021 Press Release

    Halifax House Price Index - February 2021 Press Release is now available

    Feb 02 2021
    iBoxx USD Contingent Convertible Liquid Developed Market AT1 (8/5% Issuer Cap) Index Restatement

    Please be advised that we have restated the iBoxx USD Contingent Convertible Liquid Developed Market AT1 (8/5% Issuer Cap) index and republished the following file for the custom folder B180301. The restatement is due to an incorrect price that was published for bond USG84228EP90 - Standard Chartered PLC - 4.75% - 7/2031.

    IBOXX_CUSTOM_INDICES/B180301/COMPONENTS

    iboxx_b180301_usd_eom_components_202102.csv

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

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

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