Indices
News & Information
    2022
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    Jun 29 2022
    CORRECTION: Juneteenth Holiday – iTraxx/CDX Business Days

    Please note the updated June 2022 coupon payment dates for the respective iTraxx/CDX families. Kindly take note of the corrections for iTraxx Asia ex-Japan, iTraxx Australia and iTraxx Japan from the notification published on 10 June 2022.
    Index Family Coupon Payment Date
    CDX.EM 21 June 2022
    CDX.NA.IG / CDX.NA.HY 21 June 2022
    iTraxx Asia ex-Japan 21 June 2022
    iTraxx Australia 21 June 2022
    iTraxx Europe & iTraxx Crossover 20 June 2022
    iTraxx Japan 21 June 2022
    iTraxx MSCI ESG Screened Europe 20 June 2022

    The updated coupon payment dates for iTraxx Asia ex-Japan, iTraxx Australia and iTraxx Japan are consistent with the iTraxx Asia Pacific Standard Terms Supplement, which is available for download from the iTraxx documentation page.

    For more information, please contact us at indices@ihsmarkit.com
     
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    Jun 10 2022
    Juneteenth Holiday: iTraxx/CDX Business Days

    Due to Juneteenth being observed as a federal holiday in the United States on 20 June 2022, we would like to notify market participants of the upcoming coupon payment dates for each of the iTraxx/CDX index families. The June 2022 coupon payment dates for the respective index families are as per below:

    Index Family Coupon Payment Date
    CDX.EM 21 June 2022
    CDX.NA.IG / CDX.NA.HY 21 June 2022
    iTraxx Asia ex-Japan 20 June 2022
    iTraxx Australia 20 June 2022
    iTraxx Europe / iTraxx Crossover 20 June 2022
    iTraxx Japan 20 June 2022
    iTraxx MSCI ESG Screened Europe 20 June 2022

    The iTraxx / CDX 2022 holiday calendar is available for download via this link.


    For more information, please contact us at indices@ihsmarkit.com
     
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    Jun 02 2022
    New versions of Markit Indices issued due to Credit Event on Russian Federation

    Following the confirmation of a Failure to Pay Credit Event on Russian Federation, new versions of all affected Markit CDX indices have been issued with an annex date of 02nd June 2022. Below are the new indices along with their corresponding RED Index Code:

    Index Name Index RED Code
    CDX.EM.17-V5 2I65BZEN8
    CDX.EM.18-V5 2I65BZEM0
    CDX.EM.19-V5 2I65BZEE8
    CDX.EM.20-V5 2I65BZED0
    CDX.EM.21-V5 2I65BZEG3
    CDX.EM.22-V4 2I65BZEH1
    CDX.EM.23-V4 2I65BZEF5
    CDX.EM.24-V4 2I65BZEI9
    CDX.EM.25-V3 2I65BZEJ7
    CDX.EM.26-V4 2I65BZEL2
    CDX.EM.27-V4 2I65BZEK4
    CDX.EM.28-V4 2I65BZEP3
    CDX.EM.29-V4 2I65BZEO6
    CDX.EM.30-V4 2I65BZEQ1
    CDX.EM.31-V3 2I65BZER9
    CDX.EM.32-V4 2I65BZET5
    CDX.EM.33-V3 2I65BZEU2
    CDX.EM.34-V2 2I65BZEV0
    CDX.EM.35-V2 2I65BZEW8
    CDX.EM.36-V2 2I65BZES7
     
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    May 20 2022
    New versions of Markit Indices issued due to Credit Event on Talen Energy Supply, LLC

    Following the confirmation of a Bankruptcy Credit Event on Talen Energy Supply, LLC, new versions of all affected Markit CDX indices have been issued with an annex date of 12th May 2022. Below are the new indices along with their corresponding RED Index Code:


    Index Name Index RED Code
    CDX.NA.HY.24-V17 2I65BRYS3
    CDX.NA.HY.25-V17 2I65BRYT1
    CDX.NA.HY.26-V16 2I65BRYU8
    CDX.NA.HY.27-V17 2I65BRYV6
    CDX.NA.HY.28-V15 2I65BRYW4
    CDX.NA.HY.29-V15 2I65BRYX2
    CDX.NA.HY.30-V15 2I65BRYY0
    CDX.NA.HY.31-V15 2I65BRYZ7
    CDX.NA.HY.32-V13 2I65BRZA1
    CDX.NA.HY.33-V13 2I65BRZB9
    CDX.NA.HY.34-V10 2I65BRZC7
    CDX.NA.HY.35-V2 2I65BRZD5
    CDX.NA.HY.36-V2 2I65BRZE3
    CDX.NA.HY.37-V2 2I65BRZF0
    CDX.NA.HY.38-V2 2I65BRZG8
    CDX.NA.HY.B.28-V8 2I65BSHI2
    CDX.NA.HY.B.29-V9 2I65BSHK7
    CDX.NA.HY.B.30-V10 2I65BSHP6
    CDX.NA.HY.B.31-V9 2I65BSHQ4
    CDX.NA.HY.B.32-V9 2I65BSHR2
    CDX.NA.HY.B.33-V6 2I65BSHO9
    CDX.NA.HY.B.34-V4 2I65BSHL5
    CDX.NA.HY.B.35-V2 2I65BSHJ0
    CDX.NA.HY.B.36-V2 2I65BSHM3
    CDX.NA.HY.B.37-V2 2I65BSHN1
    CDX.NA.HY.B.38-V2 2I65BSHS0
    CDX.NA.HY.Ex-BB.34-V10 1D765OAN3
    CDX.NA.HY.Ex-BB.35-V2 1D765OAO1
    CDX.NA.HY.Ex-BB.36-V2 1D765OAP8
    CDX.NA.HY.Ex-BB.37-V2 1D765OAQ6
    CDX.NA.HY.Ex-BB.38-V2 1D765OAR4

     
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    Apr 22 2022
    ISDA 2022 Russia Additional Provisions Protocol on CDX.EM

    Due to the implementation of the ISDA 2022 Russia Additional Provisions Protocol, all future CDX.EM index reversions will occur as if all trades are now in adherence with the new protocol. Firms that do not adhere to the Protocol should consider the processing implications of such index trades.
     
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    Mar 22 2022
    Updated List of Changes for Markit CDX.NA.HY.38

    Following is the updated list of changes expected for the upcoming Markit CDX.NA.HY.38 index that will roll on 28 March, 2022. Please note that this list remains provisional until publication of the final annex for the index.

    Removals Additions
    DELL INC. DOMTAR CORPORATION
    TOLL BROTHERS, INC. CAESARS ENTERTAINMENT INC
    OVINTIV INC. HILTON DOMESTIC OPERATING CO INC
    FREEPORT-MCMORAN INC. FRONTIER COMMUNICATIONS HOLDINGS, LLC
    KRAFT HEINZ FOODS COMPANY IHEARTCOMMUNICATIONS, INC.
    FIRST-CITIZENS BANK & TRUST COMPANY WEATHERFORD INTERNATIONAL LTD.
    TARGA RESOURCES PARTNERS LP THE HERTZ CORPORATION
     
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    Mar 22 2022
    Markit CDX HY 38 Reference Obligations

    The reference obligations that will be included in the upcoming Markit CDX.NA.HY.38 index are available below. Please note that this list remains provisional until publication of the final annex for the index.
    Markit CDX HY 38 Reference Obligations.pdf
     
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    Mar 21 2022
    Coupons for Markit CDX.HY Indices

    Following are the coupons for all maturities and sub-indices of the Markit CDX.NA.HY indices that will roll on 28 March, 2022.

    Index Fixed Coupon Rate (bps)
    Markit CDX.NA.HY.38 500
    Markit CDX.NA.HY.B.38 500
    Markit CDX.NA.HY.BB.38 500
    Markit CDX.NA.HY.Ex-BB.38 500
     
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    Mar 21 2022
    Announcement of CDX HY Rules Change

    IHS Markit Benchmark Administration has determined to incorporate additional cash market liquidity criteria into the CDX HY inclusion rules to be applicable for the current roll.

    The new methodology is available below.

    For more information, please contact us at indices@ihsmarkit.com.
    Markit CDX HY and IG Rules Mar2022.pdf
     
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    Mar 21 2022
    List of Constituents for Sub-indices of Markit CDX.NA.HY

    Following is the expected composition of the Markit CDX.NA.HY.B.38, Markit CDX.NA.HY.BB.38 and Markit CDX.NA.HY.Ex-BB.38 sub-indices. Please note that these lists remain provisional till publication of the final annexes for the indices.

    Markit CDX.NA.HY.B.38 Markit CDX.NA.HY.BB.38 Markit CDX.NA.HY.Ex-BB.38
    AMERICAN AIRLINES GROUP INC. AMKOR TECHNOLOGY, INC. AMERICAN AIRLINES GROUP INC.
    AMERICAN AXLE & MANUFACTURING, INC. ANTERO RESOURCES CORPORATION AMERICAN AXLE & MANUFACTURING, INC.
    AVIS BUDGET GROUP, INC. APACHE CORPORATION AVIS BUDGET GROUP, INC.
    BAUSCH HEALTH COMPANIES INC. ARAMARK SERVICES, INC. BAUSCH HEALTH COMPANIES INC.
    BEAZER HOMES USA, INC. ASHLAND LLC BEAZER HOMES USA, INC.
    BOYD GAMING CORPORATION AVIENT CORPORATION BOMBARDIER INC.
    CAESARS ENTERTAINMENT INC AVON PRODUCTS, INC. BOYD GAMING CORPORATION
    CARNIVAL CORPORATION BALL CORPORATION CAESARS ENTERTAINMENT INC
    COMMUNITY HEALTH SYSTEMS, INC. BATH & BODY WORKS, INC. CARNIVAL CORPORATION
    CSC HOLDINGS, LLC CALPINE CORPORATION COMMUNITY HEALTH SYSTEMS, INC.
    DISH DBS CORPORATION CCO HOLDINGS, LLC CSC HOLDINGS, LLC
    FRONTIER COMMUNICATIONS CORPORATION CLEVELAND-CLIFFS INC. DIAMOND SPORTS GROUP, LLC
    GENWORTH HOLDINGS, INC. DAVITA INC. DISH DBS CORPORATION
    IHEARTCOMMUNICATIONS, INC. DELTA AIR LINES, INC. FRONTIER COMMUNICATIONS CORPORATION
    NABORS INDUSTRIES, INC. DOMTAR CORPORATION GENWORTH HOLDINGS, INC.
    PITNEY BOWES INC. EQM MIDSTREAM PARTNERS, LP IHEARTCOMMUNICATIONS, INC.
    POST HOLDINGS, INC. FIRSTENERGY CORP. K. HOVNANIAN ENTERPRISES, INC.
    R.R. DONNELLEY & SONS COMPANY FORD MOTOR COMPANY NABORS INDUSTRIES, INC.
    REALOGY GROUP LLC HCA INC. PACTIV LLC
    RITE AID CORPORATION HILTON DOMESTIC OPERATING CO INC PITNEY BOWES INC.
    ROYAL CARIBBEAN CRUISES LTD. HOWMET AEROSPACE INC. POST HOLDINGS, INC.
    SABRE HOLDINGS CORPORATION IRON MOUNTAIN INCORPORATED R.R. DONNELLEY & SONS COMPANY
    STAPLES, INC. ISTAR INC. REALOGY GROUP LLC
    TALEN ENERGY SUPPLY, LLC KB HOME RITE AID CORPORATION
    TENET HEALTHCARE CORPORATION LAMB WESTON HOLDINGS, INC. ROYAL CARIBBEAN CRUISES LTD.
    THE HERTZ CORPORATION LIBERTY INTERACTIVE LLC SABRE HOLDINGS CORPORATION
    TRANSDIGM INC. LOUISIANA-PACIFIC CORPORATION STAPLES, INC.
    UBER TECHNOLOGIES, INC. LUMEN TECHNOLOGIES, INC. TALEN ENERGY SUPPLY, LLC
    UNISYS CORPORATION MACY'S, INC. TENET HEALTHCARE CORPORATION
    UNITED AIRLINES HOLDINGS, INC. MBIA INC. THE HERTZ CORPORATION
    UNITI GROUP INC. MERITOR, INC. TRANSDIGM INC.
    UNIVISION COMMUNICATIONS INC. MGIC INVESTMENT CORPORATION TRANSOCEAN INC.
    WEATHERFORD INTERNATIONAL LTD. MGM RESORTS INTERNATIONAL UBER TECHNOLOGIES, INC.
    MURPHY OIL CORPORATION UNISYS CORPORATION
    NAVIENT CORPORATION UNITED AIRLINES HOLDINGS, INC.
    NETFLIX, INC. UNITI GROUP INC.
    NEW ALBERTSONS L.P. UNIVISION COMMUNICATIONS INC.
    NEWELL BRANDS INC. WEATHERFORD INTERNATIONAL LTD.
    NORDSTROM, INC.
    NOVA CHEMICALS CORPORATION
    NRG ENERGY, INC.
    OCCIDENTAL PETROLEUM CORPORATION
    OLIN CORPORATION
    ONEMAIN FINANCE CORPORATION
    PG&E CORPORATION
    RADIAN GROUP INC.
    SAFEWAY INC.
    SEALED AIR CORPORATION
    SIRIUS XM RADIO INC.
    TEGNA INC.
    TESLA, INC.
    TEVA PHARMACEUTICAL INDUSTRIES LIMITED
    THE ADT SECURITY CORPORATION
    THE GAP, INC.
    THE GOODYEAR TIRE & RUBBER COMPANY
    T-MOBILE USA, INC.
    UNITED RENTALS (NORTH AMERICA), INC.
    UNITED STATES STEEL CORPORATION
    UNIVERSAL HEALTH SERVICES, INC.
    VISTRA OPERATIONS COMPANY LLC
    XEROX CORPORATION
    YUM! BRANDS, INC.
     
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    Mar 21 2022
    Updated List of Changes for Markit CDX.NA.HY.38

    Following is the updated list of changes expected for the upcoming Markit CDX.NA.HY.38 index that will roll on 28 March, 2022. Please note that this list remains provisional until publication of the final annex for the index.

    Removals Additions
    DELL INC. DOMTAR CORPORATION
    TOLL BROTHERS, INC. CAESARS ENTERTAINMENT INC
    OVINTIV INC. HILTON DOMESTIC OPERATING CO INC
    FREEPORT-MCMORAN INC. FRONTIER COMMUNICATIONS CORPORATION
    KRAFT HEINZ FOODS COMPANY IHEARTCOMMUNICATIONS, INC.
    FIRST-CITIZENS BANK & TRUST COMPANY WEATHERFORD INTERNATIONAL LTD.
    TARGA RESOURCES PARTNERS LP THE HERTZ CORPORATION
     
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    Mar 16 2022
    List of Changes for Markit CDX.NA.HY.38

    Following are the changes expected for the upcoming Markit CDX.NA.HY.38 index that will roll on 28 March 2022. Please note that this list remains provisional until publication of the final annex for the index.

    Removals Additions
    DELL INC. DOMTAR CORPORATION
    TOLL BROTHERS, INC. MOZART DEBT MERGER SUB INC
    OVINTIV INC. CAESARS ENTERTAINMENT INC
    FREEPORT-MCMORAN INC. EQT CORPORATION
    KRAFT HEINZ FOODS COMPANY BERRY GLOBAL, INC.
    FIRST-CITIZENS BANK & TRUST COMPANY MATTEL, INC.
     
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    Mar 16 2022
    Updated List of Changes for Markit CDX.NA.HY.38

    Following is the updated list of changes expected for the upcoming Markit CDX.NA.HY.38 index that will roll on 28 March, 2022. Please note that this list remains provisional until publication of the final annex for the index.

    Removals Additions
    DELL INC. DOMTAR CORPORATION
    TOLL BROTHERS, INC. MOZART DEBT MERGER SUB INC
    OVINTIV INC. CAESARS ENTERTAINMENT INC
    FREEPORT-MCMORAN INC. EQT CORPORATION
    KRAFT HEINZ FOODS COMPANY BERRY GLOBAL, INC.
    FIRST-CITIZENS BANK & TRUST COMPANY MATTEL, INC.
    TARGA RESOURCES PARTNERS LP SOUTHWESTERN ENERGY COMPANY
     
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    Mar 14 2022
    Composition of CDX.NA.IG.BBB.38

    Following is the expected composition of the Markit CDX.NA.IG.BBB.38 index that will roll on 21 March, 2022. Please note that this list remains provisional until publication of the final annex for the index.

    Reference Entity Reference Entity
    ALLY FINANCIAL INC. JOHNSON CONTROLS INTERNATIONAL PUBLIC LIMITED COMPANY
    ALTRIA GROUP, INC. KINDER MORGAN, INC.
    AMERICAN ELECTRIC POWER COMPANY, INC. KOHL'S CORPORATION
    AMERICAN INTERNATIONAL GROUP, INC. KRAFT HEINZ FOODS COMPANY
    AMGEN INC. LENNAR CORPORATION
    ARROW ELECTRONICS, INC. LOWE'S COMPANIES, INC.
    AT&T INC. M.D.C. HOLDINGS, INC.
    AUTOZONE, INC. MARATHON PETROLEUM CORPORATION
    AVNET, INC. MARRIOTT INTERNATIONAL, INC.
    BARRICK GOLD CORPORATION MCDONALD'S CORPORATION
    BAXTER INTERNATIONAL INC. MCKESSON CORPORATION
    BEST BUY CO., INC. MONDELEZ INTERNATIONAL, INC.
    BLOCK FINANCIAL LLC MOTOROLA SOLUTIONS, INC.
    BORGWARNER INC. NEWMONT CORPORATION
    BOSTON SCIENTIFIC CORPORATION NORFOLK SOUTHERN CORPORATION
    CAMPBELL SOUP COMPANY NORTHROP GRUMMAN 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 PIONEER NATURAL RESOURCES COMPANY
    D.R. HORTON, INC. PULTEGROUP, INC.
    DANAHER CORPORATION QUEST DIAGNOSTICS INCORPORATED
    DARDEN RESTAURANTS, INC. RAYTHEON TECHNOLOGIES CORPORATION
    DELL INC. RYDER SYSTEM, INC.
    DEVON ENERGY CORPORATION SEMPRA ENERGY
    DOMINION ENERGY, INC. SOUTHWEST AIRLINES CO.
    DUKE ENERGY CAROLINAS, LLC TECK RESOURCES LIMITED
    DXC TECHNOLOGY COMPANY THE AES CORPORATION
    EASTMAN CHEMICAL COMPANY THE BOEING COMPANY
    ENBRIDGE INC. THE DOW CHEMICAL COMPANY
    ENERGY TRANSFER LP THE HARTFORD FINANCIAL SERVICES GROUP, INC.
    EXELON CORPORATION THE KROGER CO.
    EXPEDIA GROUP, INC. THE SHERWIN-WILLIAMS COMPANY
    FEDEX CORPORATION THE SOUTHERN COMPANY
    FREEPORT-MCMORAN INC. THE WILLIAMS COMPANIES, INC.
    GENERAL ELECTRIC COMPANY TOLL BROTHERS, INC.
    GENERAL MILLS, INC. TRANSCANADA PIPELINES LIMITED
    GENERAL MOTORS COMPANY TYSON FOODS, INC.
    HALLIBURTON COMPANY VALERO ENERGY CORPORATION
    HESS CORPORATION VERIZON COMMUNICATIONS INC.
    HOST HOTELS & RESORTS, L.P. WEYERHAEUSER COMPANY
    HP INC. WHIRLPOOL CORPORATION
    INTERNATIONAL PAPER COMPANY
     
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    Mar 14 2022
    Coupon for Markit CDX.NA.IG Indices

    Following are the coupons for all maturities and sub-indices of the Markit CDX.NA.IG indices that will roll on 21 March, 2022.

    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
     
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    Mar 14 2022
    Composition of CDX.NA.IG.HVOL.38

    Following is the expected composition of the Markit CDX.NA.IG.HVOL.38 index that will roll on 21 March, 2022. Please note that this list remains provisional until publication of the final annex for the index.

    Reference Entity Reference Entity
    ALLY FINANCIAL INC. LINCOLN NATIONAL CORPORATION
    AVNET, INC. M.D.C. HOLDINGS, INC.
    BLOCK FINANCIAL LLC MARRIOTT INTERNATIONAL, INC.
    DELL INC. OVINTIV INC.
    DEVON ENERGY CORPORATION PARAMOUNT GLOBAL
    DXC TECHNOLOGY COMPANY PULTEGROUP, INC.
    ENERGY TRANSFER LP RYDER SYSTEM, INC.
    EXPEDIA GROUP, INC. SOUTHWEST AIRLINES CO.
    FREEPORT-MCMORAN INC. TECK RESOURCES LIMITED
    GENERAL MOTORS COMPANY THE AES CORPORATION
    HESS CORPORATION THE BOEING COMPANY
    HOST HOTELS & RESORTS, L.P. THE WILLIAMS COMPANIES, INC.
    KOHL'S CORPORATION TOLL BROTHERS, INC.
    KRAFT HEINZ FOODS COMPANY VALERO ENERGY CORPORATION
    LENNAR CORPORATION WHIRLPOOL CORPORATION
     
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    Mar 14 2022
    List of Changes for Markit CDX.NA.IG.38 Sector Sub-indices

    Following is the impact of the constituent changes on the sector-based sub-indices of CDX.NA.IG.38 that will roll on 21 March 2022. Please note that this list remains provisional until publication of the final annexes for the indices.

    Sub-index name Removal Addition
    CDX.NA.IG.CONS.38-V1 REYNOLDS AMERICAN INC. TOLL BROTHERS, INC.
    CDX.NA.IG.CONS.38-V1 KRAFT HEINZ FOODS COMPANY
    CDX.NA.IG.ENRG.38-V1 OVINTIV INC.
    CDX.NA.IG.INDU.38-V1 DOMTAR CORPORATION FREEPORT-MCMORAN INC.
    CDX.NA.IG.INDU.38-V1 INTERNATIONAL LEASE FINANCE CORPORATION
    CDX.NA.IG.INDU.38-V1 WESTROCK MWV, LLC
    CDX.NA.IG.TMT.38-V1 FISERV, INC. DELL INC.
     
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    Mar 14 2022
    Reference Obligations for Markit CDX.NA.IG.38

    The reference obligations that will be included in the upcoming Markit CDX.NA.IG.38 index are available below. Please note that this list remains provisional until publication of the final annex for the index.
    Markit CDX NA IG 38 Reference Obligations.pdf
     
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    Mar 11 2022
    Updated List of Changes for Markit CDX.NA.IG.38

    Following is the updated list of changes expected for the upcoming Markit CDX.NA.IG.38 index that will roll on 21 March, 2022. Please note that this list remains provisional until publication of the final annex for the index.


    Additions Removals
    DELL INC. DOMTAR CORPORATION
    FREEPORT-MCMORAN INC. INTERNATIONAL LEASE FINANCE CORPORATION
    OVINTIV INC. REYNOLDS AMERICAN INC.
    TOLL BROTHERS, INC. WESTROCK MWV, LLC
    KRAFT HEINZ FOODS COMPANY FISERV, INC.
     
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    Mar 11 2022
    Reference Obligations for Markit CDX.EM.37

    The reference obligations that will be included in the upcoming Markit CDX.EM.37 index are available below. Please note that this list remains provisional until publication of the final annex for the index.
    Markit CDX EM 37 Reference Obligations.pdf
     
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