Markit CDX.NA.HY.B.36 | Markit CDX.NA.HY.BB.36 | Markit CDX.NA.HY.Ex-BB.36 |
---|---|---|
AMERICAN AIRLINES GROUP INC. | AMKOR TECHNOLOGY, INC. | AMERICAN AIRLINES GROUP INC. |
AMERICAN AXLE & MANUFACTURING, INC. | APACHE CORPORATION | AMERICAN AXLE & MANUFACTURING, INC. |
ANTERO RESOURCES CORPORATION | ARAMARK SERVICES, INC. | ANTERO RESOURCES CORPORATION |
AVIS BUDGET GROUP, INC. | ASHLAND LLC | AVIS BUDGET GROUP, INC. |
BAUSCH HEALTH COMPANIES INC. | AVIENT CORPORATION | BAUSCH HEALTH COMPANIES INC. |
BEAZER HOMES USA, INC. | AVON PRODUCTS, INC. | BEAZER HOMES USA, INC. |
BOYD GAMING CORPORATION | BALL CORPORATION | BOMBARDIER INC. |
CARNIVAL CORPORATION | CALPINE CORPORATION | BOYD GAMING CORPORATION |
CLEVELAND-CLIFFS INC. | CCO HOLDINGS, LLC | CARNIVAL CORPORATION |
CSC HOLDINGS, LLC | CIT GROUP INC. | CLEVELAND-CLIFFS INC. |
DISH DBS CORPORATION | DAVITA INC. | COMMUNITY HEALTH SYSTEMS, INC. |
L BRANDS, INC. | DELL INC. | CSC HOLDINGS, LLC |
POST HOLDINGS, INC. | DELTA AIR LINES, INC. | DIAMOND SPORTS GROUP, LLC |
R.R. DONNELLEY & SONS COMPANY | EQM MIDSTREAM PARTNERS LP | DISH DBS CORPORATION |
REALOGY GROUP LLC | FIRSTENERGY CORP. | GENWORTH HOLDINGS, INC. |
ROYAL CARIBBEAN CRUISES LTD. | FORD MOTOR COMPANY | K. HOVNANIAN ENTERPRISES, INC. |
SABRE HOLDINGS CORPORATION | FREEPORT-MCMORAN INC. | L BRANDS, INC. |
SAFEWAY INC. | HCA INC. | NABORS INDUSTRIES, INC. |
STAPLES, INC. | HOWMET AEROSPACE INC. | PACTIV LLC |
TALEN ENERGY SUPPLY, LLC | IRON MOUNTAIN INCORPORATED | POST HOLDINGS, INC. |
TENET HEALTHCARE CORPORATION | ISTAR INC. | R.R. DONNELLEY & SONS COMPANY |
TESLA, INC. | KB HOME | REALOGY GROUP LLC |
THE GOODYEAR TIRE & RUBBER COMPANY | KRAFT HEINZ FOODS COMPANY | RITE AID CORPORATION |
TRANSDIGM INC. | LAMB WESTON HOLDINGS, INC. | ROYAL CARIBBEAN CRUISES LTD. |
UNISYS CORPORATION | LIBERTY INTERACTIVE LLC | SABRE HOLDINGS CORPORATION |
UNITED STATES STEEL CORPORATION | LOUISIANA-PACIFIC CORPORATION | SAFEWAY INC. |
UNITI GROUP INC. | LUMEN TECHNOLOGIES, INC. | STAPLES, INC. |
UNIVISION COMMUNICATIONS INC. | M.D.C. HOLDINGS, INC. | TALEN ENERGY SUPPLY, LLC |
MACY'S, INC. | TENET HEALTHCARE CORPORATION | |
MBIA INC. | TESLA, INC. | |
MERITOR, INC. | THE GOODYEAR TIRE & RUBBER COMPANY | |
MGIC INVESTMENT CORPORATION | TRANSDIGM INC. | |
MGM RESORTS INTERNATIONAL | TRANSOCEAN INC. | |
MURPHY OIL CORPORATION | UNISYS CORPORATION | |
NAVIENT CORPORATION | UNITED STATES STEEL CORPORATION | |
NETFLIX, INC. | UNITI GROUP INC. | |
NEW ALBERTSONS L.P. | UNIVISION COMMUNICATIONS INC. | |
NEWELL BRANDS INC. | ||
NORBORD INC. | ||
NOVA CHEMICALS CORPORATION | ||
NRG ENERGY, INC. | ||
OCCIDENTAL PETROLEUM CORPORATION | ||
OLIN CORPORATION | ||
ONEMAIN FINANCE CORPORATION | ||
OVINTIV INC. | ||
PG&E CORPORATION | ||
PITNEY BOWES INC. | ||
RADIAN GROUP INC. | ||
SEALED AIR CORPORATION | ||
SIRIUS XM RADIO INC. | ||
TARGA RESOURCES PARTNERS LP | ||
TEGNA INC. | ||
TEVA PHARMACEUTICAL INDUSTRIES LIMITED | ||
THE ADT SECURITY CORPORATION | ||
THE GAP, INC. | ||
T-MOBILE USA, INC. | ||
TOLL BROTHERS, INC. | ||
UNITED AIRLINES HOLDINGS, INC. | ||
UNITED RENTALS (NORTH AMERICA), INC. | ||
UNIVERSAL HEALTH SERVICES, INC. | ||
VISTRA OPERATIONS COMPANY LLC | ||
XEROX CORPORATION | ||
YUM! BRANDS, INC. |
Removals | Additions |
---|---|
LENNAR CORPORATION | OVINTIV INC. |
PULTEGROUP, INC. | FIRSTENERGY CORP. |
THE AES CORPORATION | POST HOLDINGS, INC. |
ADVANCED MICRO DEVICES, INC. | EQM MIDSTREAM PARTNERS, LP |
HD SUPPLY, INC. | UNISYS CORPORATION |
NORDSTROM, INC. | LOUISIANA-PACIFIC CORPORATION |
Markit CDX.NA.HY.B.36 | Markit CDX.NA.HY.BB.36 | Markit CDX.NA.HY.Ex-BB.36 |
---|---|---|
AMERICAN AIRLINES GROUP INC. | AMKOR TECHNOLOGY, INC. | AMERICAN AIRLINES GROUP INC. |
AMERICAN AXLE & MANUFACTURING, INC. | APACHE CORPORATION | AMERICAN AXLE & MANUFACTURING, INC. |
ANTERO RESOURCES CORPORATION | ARAMARK SERVICES, INC. | ANTERO RESOURCES CORPORATION |
AVIS BUDGET GROUP, INC. | ASHLAND LLC | AVIS BUDGET GROUP, INC. |
BAUSCH HEALTH COMPANIES INC. | AVIENT CORPORATION | BAUSCH HEALTH COMPANIES INC. |
BEAZER HOMES USA, INC. | AVON PRODUCTS, INC. | BEAZER HOMES USA, INC. |
BOYD GAMING CORPORATION | BALL CORPORATION | BOMBARDIER INC. |
CARNIVAL CORPORATION | CALPINE CORPORATION | BOYD GAMING CORPORATION |
CLEVELAND-CLIFFS INC. | CCO HOLDINGS, LLC | CARNIVAL CORPORATION |
CSC HOLDINGS, LLC | CIT GROUP INC. | CLEVELAND-CLIFFS INC. |
DISH DBS CORPORATION | DAVITA INC. | COMMUNITY HEALTH SYSTEMS, INC. |
L BRANDS, INC. | DELL INC. | CSC HOLDINGS, LLC |
POST HOLDINGS, INC. | DELTA AIR LINES, INC. | DIAMOND SPORTS GROUP, LLC |
R.R. DONNELLEY & SONS COMPANY | EQM MIDSTREAM PARTNERS LP | DISH DBS CORPORATION |
REALOGY GROUP LLC | FIRSTENERGY CORP. | GENWORTH HOLDINGS, INC. |
ROYAL CARIBBEAN CRUISES LTD. | FORD MOTOR COMPANY | K. HOVNANIAN ENTERPRISES, INC. |
SABRE HOLDINGS CORPORATION | FREEPORT-MCMORAN INC. | L BRANDS, INC. |
SAFEWAY INC. | HCA INC. | NABORS INDUSTRIES, INC. |
STAPLES, INC. | HOWMET AEROSPACE INC. | PACTIV LLC |
TALEN ENERGY SUPPLY, LLC | IRON MOUNTAIN INCORPORATED | POST HOLDINGS, INC. |
TENET HEALTHCARE CORPORATION | ISTAR INC. | R.R. DONNELLEY & SONS COMPANY |
TESLA, INC. | KB HOME | REALOGY GROUP LLC |
THE GOODYEAR TIRE & RUBBER COMPANY | KRAFT HEINZ FOODS COMPANY | RITE AID CORPORATION |
TRANSDIGM INC. | LAMB WESTON HOLDINGS, INC. | ROYAL CARIBBEAN CRUISES LTD. |
UNISYS CORPORATION | LIBERTY INTERACTIVE LLC | SABRE HOLDINGS CORPORATION |
UNITED STATES STEEL CORPORATION | LUMEN TECHNOLOGIES, INC. | SAFEWAY INC. |
UNITI GROUP INC. | M.D.C. HOLDINGS, INC. | STAPLES, INC. |
UNIVISION COMMUNICATIONS INC. | MACY'S, INC. | TALEN ENERGY SUPPLY, LLC |
MBIA INC. | TENET HEALTHCARE CORPORATION | |
MERITOR, INC. | TESLA, INC. | |
MGIC INVESTMENT CORPORATION | THE GOODYEAR TIRE & RUBBER COMPANY | |
MGM RESORTS INTERNATIONAL | TRANSDIGM INC. | |
MURPHY OIL CORPORATION | TRANSOCEAN INC. | |
NAVIENT CORPORATION | UNISYS CORPORATION | |
NETFLIX, INC. | UNITED STATES STEEL CORPORATION | |
NEW ALBERTSONS L.P. | UNITI GROUP INC. | |
NEWELL BRANDS INC. | UNIVISION COMMUNICATIONS INC. | |
NORBORD INC. | ||
NORDSTROM, INC. | ||
NOVA CHEMICALS CORPORATION | ||
NRG ENERGY, INC. | ||
OCCIDENTAL PETROLEUM CORPORATION | ||
OLIN CORPORATION | ||
ONEMAIN FINANCE CORPORATION | ||
OVINTIV INC. | ||
PG&E CORPORATION | ||
PITNEY BOWES INC. | ||
RADIAN GROUP INC. | ||
SEALED AIR CORPORATION | ||
SIRIUS XM RADIO INC. | ||
TARGA RESOURCES PARTNERS LP | ||
TEGNA INC. | ||
TEVA PHARMACEUTICAL INDUSTRIES LIMITED | ||
THE ADT SECURITY CORPORATION | ||
THE GAP, INC. | ||
T-MOBILE USA, INC. | ||
TOLL BROTHERS, INC. | ||
UNITED AIRLINES HOLDINGS, INC. | ||
UNITED RENTALS (NORTH AMERICA), INC. | ||
UNIVERSAL HEALTH SERVICES, INC. | ||
VISTRA OPERATIONS COMPANY LLC | ||
XEROX CORPORATION | ||
YUM! BRANDS, INC. |
Index | Fixed Coupon Rate (bps) |
---|---|
Markit CDX.NA.HY.36 | 500 |
Markit CDX.NA.HY.B.36 | 500 |
Markit CDX.NA.HY.BB.36 | 500 |
Markit CDX.NA.HY.Ex-BB.36 | 500 |
Ticker | Index | Current cash return rate | Proposed cash return rate |
---|---|---|---|
ITRXPRFL | iTraxx Credit Performance Index | EONIA – 35bps | EONIA – 15bps |
ITRXXOVL | iTraxx European Crossover Long Credit Index | EONIA – 25bps | EONIA – 15bps |
ITRXXOVS | iTraxx European Crossover Credit Short Index | EONIA – 25bps | EONIA – 15bps |
CDXNAHYL | CDX North American High Yield Long Credit Index | Federal Funds + 11bps | Federal Funds |
CDXNAHYS | CDX North American High Yield Credit Short Index | Federal Funds + 11bps | Federal Funds |
ITXCDXST | iTraxx-CDX IG Global Steepener Credit Index | EONIA | EONIA – 15bps |
ITXCDXFL | iTraxx-CDX IG Global Flattener Credit Index | EONIA | EONIA – 15bps |
Removals | Additions |
---|---|
LENNAR CORPORATION | OVINTIV INC. |
PULTEGROUP, INC. | FIRSTENERGY CORP. |
THE AES CORPORATION | POST HOLDINGS, INC. |
ADVANCED MICRO DEVICES, INC. | EQM MIDSTREAM PARTNERS, LP |
HD SUPPLY, INC. | UNISYS CORPORATION |
Reference Entity | Reference Entity |
---|---|
ALLY FINANCIAL INC. | HOST HOTELS & RESORTS, L.P. |
ASSURED GUARANTY MUNICIPAL CORP. | KOHL'S CORPORATION |
AT&T INC. | LENNAR CORPORATION |
AVNET, INC. | LINCOLN NATIONAL CORPORATION |
BLOCK FINANCIAL LLC | MARATHON PETROLEUM CORPORATION |
CANADIAN NATURAL RESOURCES LIMITED | MARRIOTT INTERNATIONAL, INC. |
DEVON ENERGY CORPORATION | PULTEGROUP, INC. |
DOMTAR CORPORATION | SIMON PROPERTY GROUP, L.P. |
DXC TECHNOLOGY COMPANY | SOUTHWEST AIRLINES CO. |
ENERGY TRANSFER OPERATING, L.P. | TECK RESOURCES LIMITED |
EXPEDIA GROUP, INC. | THE AES CORPORATION |
GENERAL ELECTRIC COMPANY | THE BOEING COMPANY |
GENERAL MOTORS COMPANY | TRANSCANADA PIPELINES LIMITED |
HALLIBURTON COMPANY | VALERO ENERGY CORPORATION |
HESS CORPORATION | WHIRLPOOL CORPORATION |
Removals | Additions |
---|---|
LENNAR CORPORATION | OVINTIV INC. |
PULTEGROUP, INC. | FIRSTENERGY CORP. |
THE AES CORPORATION | POST HOLDINGS, INC. |
ADVANCED MICRO DEVICES, INC. | SERVICE PROPERTIES TRUST |
HD SUPPLY, INC. | UNISYS CORPORATION |
Reference Entity | Reference Entity |
---|---|
ALLY FINANCIAL INC. | INTERNATIONAL LEASE FINANCE CORPORATION |
ALTRIA GROUP, INC. | INTERNATIONAL PAPER COMPANY |
AMERICAN ELECTRIC POWER COMPANY, INC. | JOHNSON CONTROLS INTERNATIONAL PUBLIC LIMITED COMPANY |
AMERICAN INTERNATIONAL GROUP, INC. | KINDER MORGAN, INC. |
AMGEN INC. | KOHL'S CORPORATION |
ARROW ELECTRONICS, INC. | LENNAR CORPORATION |
AT&T INC. | LOWE'S COMPANIES, INC. |
AUTOZONE, INC. | MARATHON PETROLEUM CORPORATION |
AVNET, INC. | MARRIOTT INTERNATIONAL, INC. |
BARRICK GOLD CORPORATION | MCDONALD'S CORPORATION |
BEST BUY CO., INC. | MCKESSON CORPORATION |
BLOCK FINANCIAL LLC | MONDELEZ INTERNATIONAL, INC. |
BORGWARNER INC. | MOTOROLA SOLUTIONS, INC. |
BOSTON SCIENTIFIC CORPORATION | NEWMONT CORPORATION |
CAMPBELL SOUP COMPANY | NORFOLK SOUTHERN CORPORATION |
CANADIAN NATURAL RESOURCES LIMITED | NORTHROP GRUMMAN CORPORATION |
CARDINAL HEALTH, INC. | OMNICOM GROUP INC. |
CIGNA CORPORATION | PACKAGING CORPORATION OF AMERICA |
CONAGRA BRANDS, INC. | PIONEER NATURAL RESOURCES COMPANY |
COX COMMUNICATIONS, INC. | PULTEGROUP, INC. |
CSX CORPORATION | QUEST DIAGNOSTICS INCORPORATED |
CVS HEALTH CORPORATION | RAYTHEON TECHNOLOGIES CORPORATION |
D.R. HORTON, INC. | REYNOLDS AMERICAN INC. |
DANAHER CORPORATION | RYDER SYSTEM, INC. |
DARDEN RESTAURANTS, INC. | SEMPRA ENERGY |
DEVON ENERGY CORPORATION | SOUTHWEST AIRLINES CO. |
DOMINION ENERGY, INC. | TECK RESOURCES LIMITED |
DOMTAR CORPORATION | THE AES CORPORATION |
DUKE ENERGY CAROLINAS, LLC | THE BOEING COMPANY |
DXC TECHNOLOGY COMPANY | THE DOW CHEMICAL COMPANY |
EASTMAN CHEMICAL COMPANY | THE HARTFORD FINANCIAL SERVICES GROUP, INC. |
ENBRIDGE INC. | THE KROGER CO. |
ENERGY TRANSFER OPERATING, L.P. | THE SHERWIN-WILLIAMS COMPANY |
EXELON CORPORATION | THE SOUTHERN COMPANY |
EXPEDIA GROUP, INC. | THE WILLIAMS COMPANIES, INC. |
FEDEX CORPORATION | TRANSCANADA PIPELINES LIMITED |
FISERV, INC. | TYSON FOODS, INC. |
GENERAL ELECTRIC COMPANY | UNION PACIFIC CORPORATION |
GENERAL MILLS, INC. | VALERO ENERGY CORPORATION |
GENERAL MOTORS COMPANY | VERIZON COMMUNICATIONS INC. |
HALLIBURTON COMPANY | VIACOMCBS INC. |
HESS CORPORATION | WESTROCK MWV, LLC |
HOST HOTELS & RESORTS, L.P. | WEYERHAEUSER COMPANY |
HP INC. | WHIRLPOOL CORPORATION |
Sub-index name | Removal | Addition |
---|---|---|
CDX.NA.IG.CONS.35-V1 | LENNAR CORPORATION | |
CDX.NA.IG.CONS.35-V1 | PULTEGROUP, INC. | |
CDX.NA.IG.ENRG.35-V1 | OVINTIV INC. | THE AES CORPORATION |
CDX.NA.IG.ENRG.35-V1 | FIRSTENERGY CORP. | |
CDX.NA.IG.INDU.35-V1 | INGERSOLL-RAND COMPANY |
iBoxx Level 5 Sector | % weight |
---|---|
Basic Materials | 4.271% |
Consumer Goods | 10.909% |
Consumer Services | 24.726% |
Financials | 8.803% |
Healthcare | 10.899% |
Industrials | 13.093% |
Energy | 14.037% |
Technology | 5.171% |
Telecommunications Services | 4.918% |
Utilities | 3.174% |
Removals | Additions |
---|---|
INGERSOLL-RAND COMPANY | LENNAR CORPORATION |
OVINTIV INC. | PULTEGROUP, INC. |
FIRSTENERGY CORP. | THE AES CORPORATION |
Name | Old Weight | New Weight |
---|---|---|
FEDERATIVE REPUBLIC OF BRAZIL | 12.00% | 12.00% |
UNITED MEXICAN STATES | 12.00% | 12.00% |
PEOPLE'S REPUBLIC OF CHINA | 12.00% | 12.00% |
REPUBLIC OF TURKEY | 12.00% | 12.00% |
REPUBLIC OF INDONESIA | 8.00% | 9.00% |
REPUBLIC OF SOUTH AFRICA | 9.00% | 10.00% |
RUSSIAN FEDERATION | 6.00% | 6.00% |
REPUBLIC OF COLOMBIA | 5.00% | 5.00% |
MALAYSIA | 3.00% | 4.00% |
KINGDOM OF SAUDI ARABIA | 2.00% | 2.00% |
REPUBLIC OF THE PHILIPPINES | 2.00% | 2.00% |
REPUBLIC OF CHILE | 2.00% | 2.00% |
REPUBLIC OF PERU | 2.00% | 2.00% |
ARGENTINE REPUBLIC | 5.00% | 2.00% |
STATE OF QATAR | 2.00% | 2.00% |
REPUBLIC OF PANAMA | 2.00% | 2.00% |
ABU DHABI | 2.00% | 2.00% |
UKRAINE | 2.00% | 2.00% |