Indices
News & Information

    Jan 17 2020
    CMBX Series 13 Static Data

    Following are the static data for the upcoming CMBX Series 13 index that will roll on 27 January 2020.

    Index Name CMBX.NA.AAA.13 CMBX.NA.AS.13 CMBX.NA.AA.13 CMBX.NA.A.13 CMBX.NA.BBB-.13 CMBX.NA.BB.13
    Reference Entity CMBX.NA.AAA.13 CMBX.NA.AS.13 CMBX.NA.AA.13 CMBX.NA.A.13 CMBX.NA.BBB-.13 CMBX.NA.BB.13
    Index CMBX-AAA CMBX-AS CMBX-AA CMBX-A CMBX-BBB- CMBX-BB
    Series 13 13 13 13 13 13
    Markit Family CMBX CMBX CMBX CMBX CMBX CMBX
    REDs Num 137BENAM8 137BETAH6 137BEPAM3 137BEOAM6 137BERAM9 137BEMAL2
    Coupon 50 100 150 200 300 500
    Currency USD USD USD USD USD USD
    Annex Date 1/25/2020 1/25/2020 1/25/2020 1/25/2020 1/25/2020 1/25/2020
    Maturity Date 12/16/2072 12/16/2072 12/16/2072 12/16/2072 12/16/2072 12/16/2072
    Initial Factor 1 1 1 1 1 1
    Effective Date 1/25/2020 1/25/2020 1/25/2020 1/25/2020 1/25/2020 1/25/2020
    Payment First Date 2/25/2020 2/25/2020 2/25/2020 2/25/2020 2/25/2020 2/25/2020
    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 2020
    CMBX Series 13 Final Composition

    Following are the finalized deals and bonds to be included in the upcoming CMBX Series 13 index that will roll on 27 January 2020.

    For further information, please contact indices@ihsmarkit.com.
    CMBX Series 13 - Final Constituent List.xlsx
     
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    Jan 16 2020
    iBoxx Contingent Convertible Liquid Developed Europe AT1 Index Methodology Change

    Pursuant to the consultation announced on 30 December 2019, IHS Markit Benchmark Administration Limited (IMBA) will implement the proposed changes to the methodology for the iBoxx Contingent Convertible Liquid Developed Europe AT1 Index. The changes below will be implemented at the 31 January 2020 rebalance.

    1.The index’s definition of Developed European countries will now include Finland.

    2. A     minimum credit rating criterion will be introduced. To be eligible, bonds must have a minimum iBoxx Average Rating of ‘B’. Ratings from the following three credit rating agencies are considered for the calculation of the iBoxx Rating: Fitch Ratings, Moody’s Investor Service, and S&P Global Ratings. If a bond is rated by more than one of these agencies, the iBoxx rating is the average of the provided ratings. For more information on how the iBoxx Average Rating is determined, please refer to the iBoxx Rating Methodology document which can be found on www.ihsmarkit.com.

    For more information please contact us at indices@ihsmarkit.com.
     
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    Jan 16 2020
    Markit iBoxx EUR Liquid Investment Grade Ultrashort Index Methodology Change

    Pursuant to the consultation announced on 30 December 2019, IHS Markit Benchmark Administration Limited (IMBA) will implement the proposed change to the methodology for the Markit iBoxx EUR Liquid Investment Grade Ultrashort Index.

    The change below will be implemented at the 31 January 2020 rebalance.

    The required minimum amount outstanding for eligible bonds will be changed from €500m to €300m.

    For more information please contact us at indices@ihsmarkit.com.
     
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    Jan 15 2020
    Update on Country Classification Changes for Asian Indices

    Following the European and North American iBoxx Annual Index Review in 2019, IHS Markit is pleased to announce the following changes and clarifications of its index rules for Asian Indices. Amendments have been discussed with both the European iBoxx Advisory Committee and the North American Technical committee prior to IHS Markit's decision on the implementation. Key aspects of the changes had also been discussed as part of the Asian iBoxx Annual Index Review 2019.

    The change in the global, unified corporate bond classification schema will be effective     as of 30 April 2020 and will be displayed in the previews during the month of April.

    The file formats on the FTP will not be impacted, only new values will be introduced in the current classification fields.

    For more information, please contact us at indices@ihsmarkit.com
    Asia Classification Changes.pdf
    iBoxx Other Sub-Sovereigns Affected.xlsx
    iBoxx Global Classification Schema.pdf
     
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    Jan 14 2020
    Ticker change for iBoxx Japan

    The indices within iBoxx Japan index family will see their ticker identifier code updated on Friday, 14 February 2020. The change is to reflect the actual Bloomberg ticker identifiers.

    The updated tickers will be published going forward in the below file starting as of the stated date.

    IBOXX_JPY\JPY_EOD_INDICES\FE_EOD\iboxx_jpy_fe_eod_indices_yyyymmdd.csv

    The affected indices can be found in the attached file.


    If you have any questions, please contact us at indices@ihsmarkit.com.
    iBoxx_JPY_Ticker_Update_20200114.xlsx
     
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    Jan 13 2020
    CMBX Series 13 Proposed List

    Following are the provisional deals and bonds expected for the upcoming CMBX Series 13 index that will roll on 27 January 2020.

    For further information, please contact indices@ihsmarkit.com.
    CMBX Series 13 - Constituent List.xlsx
     
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    Jan 13 2020
    Rebalance of the AQR-UBS Style Premia Global Equity Indices

    Please be advised that IHS Markit Benchmark Administration (IMBA) is implementing the rebalance of the below AQR-UBS Style Premia Global Equity Indices based on the weight determination provided by AQR Capital Management L.L.C.

    INDEX TICKER INDEX NAME
    UISEAGLT AQR-UBS Style Premia Global Equity Index Long Only Total Return (USD)
    UISEAGLE AQR-UBS Style Premia Global Equity Index Long Only Excess Return (USD)
    UISEAGHE AQR-UBS Style Premia Global Equity Index Benchmark-hedged Excess Return (USD)

    The rebalance will be implemented over three relevant trading days on 14 January 2020, 15 January 2020 and 16 January 2020.

    Should you have any questions or would like to request rebalance information, please contact us at support@ihsmarkit.com.
     
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    Jan 08 2020
    Halifax House Price Index - January 2020 Press Release

    Halifax House Price Index - January 2020 Press Release is now available
    Press Release January-2020-Halifax-House-Price-Index.pdf
     
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    Jan 06 2020
    Restatement of LGIM Matching Core and Matching Plus Indices

    Kindly be advised that the LGIM Matching Core and Matching Plus indices in the attached file have been restated from 30 December 2019 to 3 January 2020 due to an update in an underlying input. Please refresh your index levels to ensure that you capture any adjustments observed.

    For more information please contact us at support@ihsmarkit.com.
    LGIM_Impacted_indices.xlsx
     
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    Jan 03 2020
    RED Codes for Markit CMBX Series 13 Indices

    Following are the RED codes for the upcoming CMBX Series 13 index that will roll on 27 January 2020. Please note that these codes remain provisional until publication of the final annexes for the indices.

    Index Name Index RED Code
    CMBX.NA.AAA.13 137BENAM8
    CMBX.NA.AS.13 137BETAH6
    CMBX.NA.AA.13 137BEPAM3
    CMBX.NA.A.13 137BEOAM6
    CMBX.NA.BBB-.13 137BERAM9
    CMBX.NA.BB.13 137BEMAL2
     
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    Jan 03 2020
    Change in publication time of the EONIA rates (ticker: EONIA=): impact on the UBS Europe Vario Income Index (ticker: UISEEVI)

    Due to the change to the publication time of the EONIA rate (ticker: EONIA=) on 01 October 2019 (as announced by the European Money Markets Institute - EMMI), IHS Markit Benchmark Administration Limited (IMBA UK) will use the EONIA rate at t-1 rather than t from 9 January 2020 onwards for the discount factor determination of the UBS Europe Vario Income Index (ticker: UISEEVI).

    Should you have any questions, please contact us at support@ihsmarkit.com.
     
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    Jan 02 2020
    Updated List of Private Placements

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

    For more information please contact us at indices@ihsmarkit.com
    EUR_Private_Placements_20191231.pdf
     
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    Jan 02 2020
    Rebalance for UBS Global Quality Dividend Payers Net Total Return Index

    Please be informed that IHS Markit Benchmark Administration Limited (“IHSMBAL”) has performed the pro forma rebalance for UBS Global Quality Dividend Payers Net Total Return Indices using the closing prices of 02 January 2020. The pro forma rebalance is available on request.

    INDEX NAME INDEX FAMILY INDEX TICKER
    UBS Global Quality Dividend Payers Net Total Return Index BETA MBCIGQDC, MBCIGQDP, MBCIGQDU

    The final rebalance will be performed from 07 January 2020 onwards.

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