2021
    VIEW LESS

    Mar 23 2021
    Updated List of Constituents for Sub-indices of Markit CDX.NA.HY

    Following is the updated expected composition of the Markit CDX.NA.HY.B.36, Markit CDX.NA.HY.BB.36 and Markit CDX.NA.HY.Ex-BB.36 sub-indices. Please note that these lists remain provisional till publication of the final annexes for the indices.


    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.

    Mar 23 2021
    Updated List of Changes for Markit CDX.NA.HY.36

    Following is the updated list of changes expected for the upcoming Markit CDX.NA.HY.36 index that will roll on 29 March, 2021. Please note that this list remains provisional until publication of the final annex for the index.

    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

    Mar 23 2021
    Updated Reference Obligations for Markit CDX.NA.HY.36

    The reference obligations that will be included in the upcoming Markit CDX.NA.HY.36 index are available below. Please note that this list remains provisional until publication of the final annex for the index.

    Mar 22 2021
    List of Constituents for Sub-indices of Markit CDX.NA.HY

    Following is the expected composition of the Markit CDX.NA.HY.B.36, Markit CDX.NA.HY.BB.36 and Markit CDX.NA.HY.Ex-BB.36 sub-indices. Please note that these lists remain provisional till publication of the final annexes for the indices.

    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.

    Mar 22 2021
    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 29 March, 2021.

    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

    Mar 19 2021
    Markit CDX HY 36 Reference Obligations

    The reference obligations that will be included in the upcoming Markit CDX.NA.HY.36 index are available below. Please note that this list remains provisional until publication of the final annex for the index.

    Mar 18 2021
    CDS Benchmark Indices News Announcement

    Following review of feedback from market participants, IHS Markit has deemed appropriate to update the cash return rates for the benchmarks listed as per the table below. The proposed cash return rates are seen to be in line with the instruments used to replicate the index performance by products tracking them.

    Detailed index methodology documents for the below are indices are available for download via the iTraxx documentation webpage. Market participants are invited to provide further feedback on the below proposed cash return rates by 31st March 2021. In the event that no material feedback is received, the below rates will be implemented for the respective indices from 1st April 2021 onward.

    Please send us your feedback via email at mk-creditindices@ihsmarkit.com.

    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

    Mar 17 2021
    Coupon for Markit CDX.EM.35

    The fixed coupon for all maturities on the upcoming Markit CDX.EM.35 index is 100 bps.

    Mar 17 2021
    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 22 March, 2021.

    Mar 16 2021
    Updated List of Changes for Markit CDX.NA.HY.36

    Following is the updated list of changes expected for the upcoming Markit CDX.NA.HY.36 index that will roll on 29 March, 2021. Please note that this list remains provisional until publication of the final annex for the index.

    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

    Mar 15 2021
    Composition of CDX.NA.IG.HVOL.36

    Following is the expected composition of the Markit CDX.NA.IG.HVOL.36 index that will roll on 22 March, 2021. Please note that this list remains provisional until publication of the final annex for the index.

    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

    Mar 15 2021
    List of Changes for Markit CDX.NA.HY.36

    Following are the changes expected for the upcoming Markit CDX.NA.HY.36 index that will roll on 29 March 2021. Please note that this list remains provisional until publication of the final annex for the index.

    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

    Mar 15 2021
    Composition of CDX.NA.IG.BBB.36

    Following is the expected composition of the Markit CDX.NA.IG.BBB.36 index that will roll on 22 March, 2021. Please note that this list remains provisional until publication of the final annex for the index.

    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

    Mar 15 2021
    List of Changes for Markit CDX.NA.IG.36 Sector Sub-indices

    Following is the impact of the constituent changes on the sector-based sub-indices of CDX.NA.IG.36 that will roll on 22 March 2021. 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.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

    Mar 12 2021
    Reference Obligations for Markit CDX.EM.35

    The reference obligations that will be included in the upcoming Markit CDX.EM.35 index are available below. Please note that this list remains provisional until publication of the final annex for the index.

    Mar 12 2021
    Markit iBoxx USD Liquid High Yield Index sector weights for the Markit CDX HY Series 36 roll

    The sector weights of the Markit iBoxx USD Liquid High Yield Index, excluding non-US and Canada domiciled names, to be used for the upcoming CDX HY Index roll have been determined to be the following:

    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%

    Mar 12 2021
    Reference Obligations for Markit CDX.NA.IG.36

    The reference obligations that will be included in the upcoming Markit CDX.NA.IG.36 index are available below. Please note that this list remains provisional until publication of the final annex for the index.

    Mar 10 2021
    List of Changes for Markit CDX.NA.IG.36

    Following are the changes expected for the upcoming Markit CDX.NA.IG.36 index that will roll on 22 March, 2021. Please note that this list remains provisional until publication of the final annex for the index.

    Removals Additions
    INGERSOLL-RAND COMPANY LENNAR CORPORATION
    OVINTIV INC. PULTEGROUP, INC.
    FIRSTENERGY CORP. THE AES CORPORATION

    Mar 09 2021
    List of Changes for Markit CDX.EM.35

    Following are the changes expected for the upcoming Markit CDX.EM.35 index that will roll on 22 March, 2021. Please note that this list remains provisional till publication of the final annex for the index.

    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%

    Mar 03 2021
    No Index Roll for Markit MCDX

    It has been determined that a new series will not be issued for Markit MCDX during the index roll that was scheduled for April.

    For more information please email cdxadvisory@ihsmarkit.com.
    View Next 20
    2020
    VIEW MORE
    2019
    VIEW MORE
    2018
    VIEW MORE
    2017
    VIEW MORE
    2016
    VIEW MORE
    2015
    VIEW MORE
    2014
    VIEW MORE
    2013
    VIEW MORE
    2017
    VIEW MORE