Dec 02 2022
    IHS Markit Benchmark Administration Limited (IMBA UK) is now conducting all index consultations via the S&P Dow Jones Indices website

    As of 15 July 2022, IHS Markit Benchmark Administration Limited (IMBA UK) is conducting all index consultations via the S&P Dow Jones Indices website. IHS Markit Benchmark Administration Limited (IMBA UK) will announce any methodology updates via Consultations - Governance | S&P Dow Jones Indices (spglobal.com).

    Dec 01 2022
    Updated List of Private Placements

    S&P Global has identified additional Private Placement issues. Please find the list attached

    Dec 01 2022
    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.

    Dec 01 2022
    Updated List of Retail Bonds (iBoxx Asian Indices)

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

    Nov 30 2022
    Republication of the iBoxx USD, iBoxx USD Liquid and iBoxx EM Corp Preview / Forward files


    Please be advised that the preview files for the iBoxx USD Overall, iBoxx USD Liquid Investment Grade and iBoxx Emerging Market Corporate indices have been republished to correct the notional amounts outstanding for 3 bonds.

    IBOXX_USD/USD_EOM_COMPONENTS\PREVIEW
    iboxx_usd_eom_components_202212.csv

    \IBOXX_USD_LQ\IBOXX_USD_LIG\EOM_COMPONENTS\PREVIEW
    iboxx_usd_lq_ig_eom_components_202212.csv

    \IBOXX_EM_CORP\EM_Corp_USD\Components\Preview
    iboxx_usd_eod_indices_20201102.csv

    A number of Forward Files have also been republished and they are listed here.

    Export Folder File Name
    IBOXX_CUSTOM_INDICES\B121102\FORWARD iboxx_usd_lq_ig_mid_eod_forward_20221128.csv
    IBOXX_CUSTOM_INDICES\B121102\FORWARD iboxx_usd_lq_ig_mid_eod_forward_fcy_20221128.csv
    IBOXX_CUSTOM_INDICES\B020200\transition\iboxx_usd_lq_eod\forward iboxx_usd_lq_ig_eod_forwards_20221128.csv
    IBOXX_CUSTOM_INDICES\B150401\FORWARDS iboxx_b150401_usd_eom_components_20221128.csv
    IBOXX_CUSTOM_INDICES\B151004\FORWARDS iboxx_b151004_usd_eod_forwards_20221128.csv
    IBOXX_CUSTOM_INDICES\B130801\FORWARDS iboxx_b130801_usd_lq_ig_eod_forwards_20221128.csv
    IBOXX_CUSTOM_INDICES\B170802\FORWARDS iboxx_b170802_usd_eod_forwards_20221128.csv
    IBOXX_USD_LQ\IBOXX_USD_LIG\EOD_FORWARDS iboxx_usd_lq_ig_eod_forwards_20221128.csv
    IBOXX_USD\USD_EOD_FORWARDS iboxx_usd_eod_forwards_20221128.csv
    IBOXX_CUSTOM_INDICES\B170201\FORWARDS iboxx_b170201_usd_eom_forwards_20221128.csv
    IBOXX_CUSTOM_INDICES\B200601 iboxx_forwardsummaryreport_us_eod_20221128.csv
    IBOXX_CUSTOM_INDICES\B210204\FORWARDS iboxx_b210204_usd_lq_bbb_eod_forwards_20221128.csv

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

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

    Nov 29 2022
    Update of the iBoxx MSCI USD and EUR High Yield Paris Aligned Capped TCA indices

    Please be advised that the forward files for 25 November 2022 have been updated to reflect a correction in the 'phase-in' applied as part of the index methodology.
    IBOXX_CUSTOM_INDICES\B220102\FORWARDS

    iboxx_b220102_usd_us_eod_forwards_20221125.csv
    iboxx_b220102_eur_eu_eod_forwards_20221125.csv

    The updated files are now available on our SFTP server.

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

    Nov 29 2022
    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 29/11/2022.

      The rebalance will be implemented on 30/11/2022.

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

    Nov 28 2022
    Restatement of the UBS RADA Index

    Kindly be advised that the below index has been restated for 25 November 2022 due to an update in an 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
    MLTARASP UBS RADA US Index - Net Total Return UBS RADA 20221125 1106.41 1106.92

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

    Nov 26 2022
    IHS Markit Global Carbon Index Component Weights for the Nov 2022 rebalance

    Following are the weights for the upcoming IHS Markit Global Carbon Index that will rebalance on 30 November 2022.

    Component Weight
    EUA 1Y 55.00%
    EUA 2Y 5.00%
    UKA 1Y 5.00%
    CCA 1Y 25.00%
    CCA 2Y 5.00%
    RGGI 1Y 5.00%

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

    Nov 25 2022
    iBoxx TAC Meeting Agenda for 11.28.22

    Please find the agenda for the 28 November 2022 Technical Advisory Committee meeting.

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

    Nov 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 16 November 2022.

    The final rebalance will be performed using closing prices of 23 November 2022.

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

    Nov 21 2022
    Restatement of the UBS Market Beta Index

    Kindly be advised that the below UBS Market Beta Index has been restated for 16 November 2022 due to an update in an 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
    UISEMVLE UBS Market Beta Sweden Equity Index ER SEK UBS Market Beta 20221116 405.9786 405.7638


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

    Nov 21 2022
    Consultation: Cessation of the iTraxx MSCI ESG Screened Europe Total and Excess Return Indices .

    Kindly refer to the attached notification regarding consultation on cessation of the iTraxx MSCI ESG Screened Europe Total and Excess Return Indices.

    For more information, please email indices@ihsmarkit.com.

    Nov 18 2022
    Restatement of the UBS Market Beta Index

    Kindly be advised that the below UBS Market Beta Index has been restated for 16 November 2022 due to an update in an 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
    UISEMVLE UBS Market Beta Sweden Equity Index ER SEK UBS Market Beta 20221116 405.7638 405.9786


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

    Nov 18 2022
    Launch of iBoxx EUR Croatia Indices

    S&P Global is pleased to announce the launch of the 2 indices listed here:

    • iBoxx EUR Croatia
    • iBoxx EUR Croatia Mid Price

    Index Identifiers:

    Index Name Version ISIN SEDOL BBG RIC
    iBoxx EUR Croatia CPI GB00BQN9S456 BQN9S45 IBXXHRRP .IBXXHRRP
    iBoxx EUR Croatia TRI GB00BQN9S563 BQN9S56 IBXXHRRT .IBXXHRRT
    iBoxx EUR Croatia Mid Price CPI GB00BQN9S670 BQN9S67 IBXXHRMP .IBXXHRMP
    iBoxx EUR Croatia Mid Price TRI GB00BQN9S787 BQN9S78 IBXXHRMT .IBXXHRMT


    The newly published indices will be available on our SFTP server from 1 January 2023.


    SFTP File Type SFTP Publication Folder Publication File Names
    Indices \IBOXX_EUR\EUR_EOD_INDICES Daily iboxx_eur_eod_indices_yyyyMMdd.csv
    Indices \IBOXX_EUR\EUR_EOD_INDICES\MID Daily iboxx_eur_eod_indices_mid_yyyyMMdd.csv
    XREF \IBOXX_EUR\EUR_EOM_XREF Monthly iboxx_eur_eom_xref_yyyyMM.csv
    XREF \IBOXX_EUR\EUR_EOM_XREF\MID Monthly iboxx_eur_eom_xref_mid_yyyyMM.csv
    XREF \IBOXX_EUR\EUR_EOM_XREF\Sovereigns Monthly iboxx_eur_eom_xref_yyyyMM.csv


    Bloomberg: The index levels will be published on a daily basis under the BBG tickers listed in the Identifiers above.

    Refinitive: The index levels will be published on a daily basis under the RICs listed in the Identifiers above.

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

    Nov 17 2022
    Seniority classification Change for Markit iBoxx Global High Yield Files

    Please be advised that this weekend we will be standardizing the seniority classification for EUR and GBP bonds within the Markit iBoxx Global High Yield indices. This change will make the seniority levels of EUR and GBP denominated bonds consistent with the USD and CAD denominated bonds on the field “Seniority Level 1”. This will improve the consistency within the index composition. The fields “Seniority Level 2” and “Seniority Level 3” will also be populated in line with the classification used for the iBoxx EUR/GBP Benchmark indices.

    This change will be applied to daily and monthly files starting Monday, 21 November 2022.

    Here is the current seniority level breakdown:

    Level 0

    Seniority Level 1 Seniority Level 2 Seniority Level 3
    EUR Senior Unsecured * *
    EUR Senior Secured * *
    EUR Subordinated * *
    GBP * * *


    Here is the NEW seniority level breakdown:


    A full list of affected files can be found here.

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

    Nov 16 2022
    Restatement of the iBoxx USD Liquid IG and HY indices

    Please be advised that daily indices and underlying files for 15 November 2022 have been restated due to the incorrect treatment of reinvested cash in the indices.

    The full list of restated files can be found in the attached file.

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

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

    Nov 10 2022
    Restatement of the First Republic Indices

    Kindly be advised that the below index has been restated for the following dates due to an update in an 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
    FRCFDR First Republic Founders Index USD Net Total Return First Republic Indices 20221108 115.808 115.806
    FRCFDRP First Republic Founders Index USD Price Return First Republic Indices 20221108 113.145 113.143

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

    Nov 07 2022
    Halifax House Price Index - October 2022 Press Release

    Halifax House Price Index - October 2022 Press Release is now available

    Nov 04 2022
    Restatement of iBoxx ADBI, USD APAC, and USD Asia Indices

    Please be advised that the below files have been restated for 31 October 2022 and 1 November 2022 in order to include correct bond pricing for XS2214229887 (KWGPRO 5.95 08/10/25)


    IBOXX_ADBI\INDICES
    iboxx_adbi_usd_fe_eod_indices_20221101.csv
    iboxx_adbi_usd_eod_indices_20221031.csv

    IBOXX_ADBI\INDICES\SUMMARY
    iboxx_adbi_usd_eod_indices_summary_20221031.csv

    IBOXX_ADBI\INDICES\TIME_SERIES
    iboxx_adbi_usd_eod_indices_time_series_current.csv
    iboxx_adbi_usd_eod_indices_time_series_historical.csv

    IBOXX_ADBI\UNDERLYINGS
    iboxx_ahbi_usd_fe_eod_underlyings_20221101.csv
    iboxx_ahbi_usd_eod_underlyings_20221031.csv

    IBOXX_ADBI\FORWARDS
    iboxx_ahbi_usd_eod_components_20221031.csv

    IBOXX_ADBI\COMPONENTS
    iBoxx_ahbi_usd_eom_components_202211.csv

    IBOXX_ADBI\XREF
    iBoxx_ahbi_usd_eom_xref_202211.csv

    IBOXX_USD_APAC\USD_APAC_INDICES
    iboxx_usd_apac_fe_eod_indices_20221101.csv
    iboxx_usd_apac_eod_indices_20221031.csv

    IBOXX_USD_APAC\USD_APAC_UNDERLYINGS
    iboxx_usd_apac_fe_eod_underlyings_20221101.csv
    iboxx_usd_apac_eod_underlyings_20221031.csv

    IBOXX_USD_APAC\USD_APAC_FORWARDS
    iboxx_usd_apac_eod_forwards_20221031.csv

    IBOXX_USD_APAC\USD_APAC_COMPONENTS
    iboxx_usd_apac_eom_components_202211.csv

    IBOXX_USD_APAC\USD_APAC_XREF
    iboxx_usd_apac_eom_xref_202211.csv

    IBOXX_USD_ASIA\USD_ASIA_INDICES
    iboxx_usd_asia_fe_eod_indices_20221101.csv
    iboxx_usd_asia_eod_indices_20221031.csv

    IBOXX_USD_ASIA\USD_ASIA_UNDERLYINGS
    iboxx_usd_asia_fe_eod_underlyings_20221101.csv
    iboxx_usd_asia_eod_underlyings_20221031.csv

    IBOXX_USD_ASIA\USD_ASIA_COMPONENTS
    iboxx_usd_asia_eom_components_202211.csv
    iboxx_usd_asia_restricted_eom_components_202211.csv

    IBOXX_USD_ASIA\USD_ASIA_XREF
    iboxx_usd_asia_eom_xref_202211.csv

    The newly published files are now available on our SFTP server.
    For more information, please contact us at indices@ihsmarkit.com.
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