Index Name | Index RED Code |
---|---|
CDX.NA.HY.21-V19 | 2I65BRZQ6 |
CDX.NA.HY.22-V19 | 2I65BRZR4 |
CDX.NA.HY.23-V18 | 2I65BRZS2 |
CDX.NA.HY.24-V18 | 2I65BRZT0 |
CDX.NA.HY.25-V18 | 2I65BRZU7 |
CDX.NA.HY.26-V17 | 2I65BRZV5 |
CDX.NA.HY.27-V18 | 2I65BRZW3 |
CDX.NA.HY.28-V16 | 2I65BRZX1 |
CDX.NA.HY.29-V16 | 2I65BRZY9 |
CDX.NA.HY.30-V16 | 2I65BRZZ6 |
CDX.NA.HY.31-V16 | 2I65BRAA0 |
CDX.NA.HY.32-V14 | 2I65BRAA1 |
CDX.NA.HY.33-V14 | 2I65BRAA2 |
CDX.NA.HY.34-V12 | 2I65BRAA3 |
CDX.NA.HY.35-V4 | 2I65BRAA4 |
CDX.NA.HY.36-V4 | 2I65BRAA5 |
CDX.NA.HY.37-V4 | 2I65BRAA6 |
CDX.NA.HY.38-V4 | 2I65BRAA7 |
CDX.NA.HY.39-V3 | 2I65BRAA9 |
CDX.NA.HY.40-V2 | 2I65BRAB0 |
CDX.NA.HY.41-V2 | 2I65BRAB1 |
CDX.NA.HY.B.31-V10 | 2I65BSIA8 |
CDX.NA.HY.B.32-V10 | 2I65BSIC4 |
CDX.NA.HY.B.33-V7 | 2I65BSHX9 |
CDX.NA.HY.B.37-V3 | 2I65BSIB6 |
CDX.NA.HY.B.38-V3 | 2I65BSHY7 |
CDX.NA.HY.B.39-V2 | 2I65BSHZ4 |
CDX.NA.HY.Ex-BB.34-V11 | 1D765OBE2 |
CDX.NA.HY.Ex-BB.35-V4 | 1D765OBF9 |
CDX.NA.HY.Ex-BB.36-V4 | 1D765OBG7 |
CDX.NA.HY.Ex-BB.37-V4 | 1D765OBH5 |
CDX.NA.HY.Ex-BB.38-V4 | 1D765OBA0 |
CDX.NA.HY.Ex-BB.39-V3 | 1D765OBB8 |
CDX.NA.HY.Ex-BB.40-V2 | 1D765OBC6 |
CDX.NA.HY.Ex-BB.41-V2 | 1D765OBD4 |
Index | Quoting Convention |
---|---|
CDX Emerging Markets High Yield Index | Price |
CDX Emerging Markets Investment Grade Index | Price |
CDX Emerging Markets | Price |
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 |
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. |
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 |
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 |
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% |
Reference Entity | Reference Entity |
---|---|
ALLY FINANCIAL INC. | KINDER MORGAN, INC. |
ALTRIA GROUP, INC. | KRAFT HEINZ FOODS COMPANY |
AMERICAN ELECTRIC POWER COMPANY, INC. | LENNAR CORPORATION |
AMERICAN INTERNATIONAL GROUP, INC. | LINCOLN NATIONAL CORPORATION |
AMGEN INC. | LOWE'S COMPANIES, INC. |
APACHE CORPORATION | M.D.C. HOLDINGS, INC. |
ARROW ELECTRONICS, INC. | MARATHON PETROLEUM CORPORATION |
AT&T INC. | MARRIOTT INTERNATIONAL, INC. |
AUTOZONE, INC. | MCDONALD'S CORPORATION |
AVNET, INC. | MCKESSON CORPORATION |
BARRICK GOLD CORPORATION | MONDELEZ INTERNATIONAL, INC. |
BAXTER INTERNATIONAL INC. | MOTOROLA SOLUTIONS, INC. |
BEST BUY CO., INC. | NETFLIX, INC. |
BLOCK FINANCIAL LLC | NEWMONT CORPORATION |
BORGWARNER INC. | NORFOLK SOUTHERN CORPORATION |
BOSTON SCIENTIFIC CORPORATION | NORTHROP GRUMMAN CORPORATION |
CAMPBELL SOUP COMPANY | OCCIDENTAL PETROLEUM CORPORATION |
CANADIAN NATURAL RESOURCES LIMITED | OMNICOM GROUP INC. |
CARDINAL HEALTH, INC. | ORACLE CORPORATION |
CONAGRA BRANDS, INC. | OVINTIV INC. |
COX COMMUNICATIONS, INC. | PACKAGING CORPORATION OF AMERICA |
CSX CORPORATION | PARAMOUNT GLOBAL |
CVS HEALTH CORPORATION | PULTEGROUP, INC. |
D.R. HORTON, INC. | QUEST DIAGNOSTICS INCORPORATED |
DARDEN RESTAURANTS, INC. | RADIAN GROUP INC. |
DELL INC. | RTX CORPORATION |
DEVON ENERGY CORPORATION | RYDER SYSTEM, INC. |
DOMINION ENERGY, INC. | SEMPRA |
DXC TECHNOLOGY COMPANY | SOUTHWEST AIRLINES CO. |
EASTMAN CHEMICAL COMPANY | TECK RESOURCES LIMITED |
ENBRIDGE INC. | THE AES CORPORATION |
ENERGY TRANSFER LP | THE ALLSTATE CORPORATION |
EXELON CORPORATION | THE BOEING COMPANY |
EXPEDIA GROUP, INC. | THE DOW CHEMICAL COMPANY |
FEDEX CORPORATION | THE KROGER CO. |
FIRSTENERGY CORP. | THE SHERWIN-WILLIAMS COMPANY |
FREEPORT-MCMORAN INC. | THE SOUTHERN COMPANY |
GENERAL ELECTRIC COMPANY | THE WILLIAMS COMPANIES, INC. |
GENERAL MILLS, INC. | T-MOBILE USA, INC. |
GENERAL MOTORS COMPANY | TOLL BROTHERS, INC. |
HALLIBURTON COMPANY | TRANSCANADA PIPELINES LIMITED |
HCA INC. | TYSON FOODS, INC. |
HESS CORPORATION | VALERO ENERGY CORPORATION |
HOST HOTELS & RESORTS, L.P. | VERIZON COMMUNICATIONS INC. |
HP INC. | WEYERHAEUSER COMPANY |
INTERNATIONAL PAPER COMPANY | WHIRLPOOL CORPORATION |
JOHNSON CONTROLS INTERNATIONAL PUBLIC LIMITED COMPANY |
Index | Fixed Coupon Rate (bps) |
---|---|
Markit CDX.NA.IG | 100 |
Markit CDX.NA.IG.HVOL | 100 |
CDX.NA.IG.BBB | 100 |
CDX.NA.IG.CONS | 100 |
CDX.NA.IG.ENRG | 100 |
CDX.NA.IG.FIN | 100 |
CDX.NA.IG.INDU | 100 |
CDX.NA.IG.TMT | 100 |
Reference Entity | Reference Entity |
---|---|
ALLY FINANCIAL INC. | HP INC. |
APACHE CORPORATION | LENNAR CORPORATION |
AT&T INC. | LINCOLN NATIONAL CORPORATION |
AVNET, INC. | M.D.C. HOLDINGS, INC. |
BLOCK FINANCIAL LLC | METLIFE, INC. |
DELL INC. | OCCIDENTAL PETROLEUM CORPORATION |
DEVON ENERGY CORPORATION | OVINTIV INC. |
DXC TECHNOLOGY COMPANY | PARAMOUNT GLOBAL |
EASTMAN CHEMICAL COMPANY | RADIAN GROUP INC. |
EXPEDIA GROUP, INC. | RYDER SYSTEM, INC. |
FREEPORT-MCMORAN INC. | TECK RESOURCES LIMITED |
GENERAL MOTORS COMPANY | THE AES CORPORATION |
HCA INC. | TOLL BROTHERS, INC. |
HESS CORPORATION | VERIZON COMMUNICATIONS INC. |
HOST HOTELS & RESORTS, L.P. | WHIRLPOOL CORPORATION |
Sub-index name | Removal | Addition |
---|---|---|
CDX.NA.IG.ENRG.41-V1 | TARGA RESOURCES PARTNERS LP | APACHE CORPORATION |
CDX.NA.IG.ENRG.41-V1 | OCCIDENTAL PETROLEUM CORPORATION | |
CDX.NA.IG.FIN.41-V1 | MARSH & MCLENNAN COMPANIES, INC. | |
CDX.NA.IG.FIN.41-V1 | CHUBB LIMITED | |
CDX.NA.IG.TMT.41-V1 | NETFLIX, INC. |
Index Name | Fixed Coupon Rate (bps) |
---|---|
CDX.EM | 100 |
CDX.EM.IG | 100 |
CDX.EM.HY | 100 |
Reference Entity | % Weight |
---|---|
FEDERATIVE REPUBLIC OF BRAZIL | 18.50% |
REPUBLIC OF SOUTH AFRICA | 18.50% |
REPUBLIC OF TURKEY | 18.50% |
REPUBLIC OF COLOMBIA | 13.00% |
ARAB REPUBLIC OF EGYPT | 4.50% |
SULTANATE OF OMAN | 4.50% |
ARGENTINE REPUBLIC | 4.50% |
KINGDOM OF BAHRAIN | 4.50% |
KINGDOM OF MOROCCO | 4.50% |
DOMINICAN REPUBLIC | 4.50% |
FEDERAL REPUBLIC OF NIGERIA | 4.50% |
Reference Entity | Old Weight | New Weight |
---|---|---|
PEOPLE'S REPUBLIC OF CHINA | 10% | 9% |
FEDERATIVE REPUBLIC OF BRAZIL | 10% | 9% |
REPUBLIC OF SOUTH AFRICA | 10% | 9% |
REPUBLIC OF TURKEY | 10% | 9% |
UNITED MEXICAN STATES | 10% | 9% |
REPUBLIC OF INDONESIA | 9% | 9% |
REPUBLIC OF CHILE | 5% | 7% |
REPUBLIC OF COLOMBIA | 7% | 6% |
KINGDOM OF SAUDI ARABIA | 4% | 4% |
REPUBLIC OF THE PHILIPPINES | 3% | 3% |
REPUBLIC OF PERU | 3% | 3% |
MALAYSIA | 3% | 3% |
ARAB REPUBLIC OF EGYPT | 2% | 2% |
REPUBLIC OF PANAMA | 2% | 2% |
STATE OF QATAR | 2% | 2% |
ABU DHABI | 2% | 2% |
SULTANATE OF OMAN | 2% | 2% |
ARGENTINE REPUBLIC | 2% | 2% |
KINGDOM OF BAHRAIN | 2% | 2% |
KINGDOM OF MOROCCO | 0% | 2% |
DOMINICAN REPUBLIC | 2% | 2% |
FEDERAL REPUBLIC OF NIGERIA | 0% | 2% |
Reference Entity | % Weight |
---|---|
PEOPLE'S REPUBLIC OF CHINA | 17.00% |
UNITED MEXICAN STATES | 17.00% |
REPUBLIC OF INDONESIA | 17.00% |
REPUBLIC OF CHILE | 13.00% |
KINGDOM OF SAUDI ARABIA | 7.50% |
REPUBLIC OF THE PHILIPPINES | 5.50% |
REPUBLIC OF PERU | 5.50% |
MALAYSIA | 5.50% |
REPUBLIC OF PANAMA | 4.00% |
STATE OF QATAR | 4.00% |
ABU DHABI | 4.00% |