Indices
News & Information
    2023
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    May 30 2023
    Restatement of CDS Benchmark Index Levels

    Kindly note that the 25th May 2023 index levels for the below indices have been restated due to a restatement of underlying pricing input.


    Ticker Name
    ERIXTLIG iTraxx Europe 10Y Long Excess Return with DRC
    ERIXTSIG iTraxx Europe 10Y Short Excess Return with DRC
    IM1LERD5 iTraxx Europe 10Y Long Excess Return with DRC 5-Day Rollover
    IM1SERD5 iTraxx Europe 10Y Short Excess Return with DRC 5-Day Rollover
    IM1LMER5 iTraxx Europe 10Y Long Mid Excess Return 5-Day Rollover
    IM1SMER5 iTraxx Europe 10Y Short Mid Excess Return 5-Day Rollover
    ITRXTEXM iTraxx Europe 10Y Long Mid Total Return Index
    ITRXSEXM iTraxx Europe 10Y Short Mid Total Return Index
    ITRXSL10 iTraxx Europe 10Y Long Total Return Index
    ITRXSE10 iTraxx Europe 10Y Short Total Return Index
    ITXIGB10 iTraxx Europe 10Y Beta Excess Return Index
    ERITEU10 iTraxx Europe 10Y Long Excess Return Index
    ITXCDXFL iTraxx-CDX IG Global Credit Flattener
    ITXCDXST iTraxx-CDX IG Global Credit Steepener
    IC10GBER iTraxx-CDX IG 10Y GBP Hedged Beta Excess Return Index
    M10CDITX Markit 10Y CDX and iTraxx GBP Hedged TRI
    IIEUR125 IHS Markit EUR Liquid Corporate 12.5 Index



    For more information, please contact us at indices@ihsmarkit.com
     
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    Apr 24 2023
    IHS Markit Benchmark Administration Limited (IMBA UK) is now conducting all index consultations via the S&P Dow Jones Indices website

    As of 15 July 2022, IHS Markit Benchmark Administration Limited (IMBA UK) is conducting all index consultations via the S&P Dow Jones Indices website. IHS Markit Benchmark Administration Limited (IMBA UK) will announce any methodology updates via Consultations - Governance | S&P Dow Jones Indices (spglobal.com).
     
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    Mar 23 2023
    Updated Markit CDX HY 40 Reference Obligations

    The updated reference obligations that will be included in the upcoming Markit CDX.NA.HY.40 index are available below. Please note that this list remains provisional until publication of the final annex for the index.
    Markit CDX HY 40 Reference Obligations.pdf
     
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    Mar 22 2023
    New versions of Markit Indices issued due to Credit Event on DIAMOND SPORTS GROUP, LLC

    Following the confirmation of a Bankruptcy Credit Event on DIAMOND SPORTS GROUP, LLC, new versions of all affected Markit CDX indices have been issued with an annex date of 22nd March 2023. Below are the new indices along with their corresponding RED Index Code:

    Index Name Index RED Code
    CDX.NA.HY.34-V11 2I65BRZJ2
    CDX.NA.HY.35-V3 2I65BRZK9
    CDX.NA.HY.36-V3 2I65BRZL7
    CDX.NA.HY.37-V3 2I65BRZM5
    CDX.NA.HY.38-V3 2I65BRZN3
    CDX.NA.HY.39-V2 2I65BRZO1
    CDX.NA.HY.B.35-V3 2I65BSHV3
    CDX.NA.HY.BB.34-V2 2I65BVDS7
    CDX.NA.HY.Ex-BB.35-V3 1D765OAU7
    CDX.NA.HY.Ex-BB.36-V3 1D765OAV5
    CDX.NA.HY.Ex-BB.37-V3 1D765OAW3
    CDX.NA.HY.Ex-BB.38-V3 1D765OAX1
    CDX.NA.HY.Ex-BB.39-V2 1D765OAY9
     
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    Mar 21 2023
    Updated List of Changes for Markit CDX.NA.HY.40

    Following are the updated changes expected for the upcoming Markit CDX.NA.HY.40 index that will roll on 27 March, 2023. Please note that this list remains provisional until publication of the final annex for the index.
    Removals Additions
    DIAMOND SPORTS GROUP, LLC KOHL'S CORPORATION
    TESLA, INC. MPT OPERATING PARTNERSHIP, L.P.
     
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    Mar 21 2023
    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.40, Markit CDX.NA.HY.BB.40 and Markit CDX.NA.HY.Ex-BB.40 sub-indices. Please note that these lists remain provisional till publication of the final annexes for the indices.

    Markit CDX.NA.HY.B.40 Markit CDX.NA.HY.BB.40 Markit CDX.NA.HY.Ex-BB.40
    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 APACHE CORPORATION ANYWHERE REAL ESTATE GROUP LLC
    AVIS BUDGET GROUP, INC. ARAMARK SERVICES, INC. AVIS BUDGET GROUP, INC.
    BEAZER HOMES USA, INC. ASHLAND INC. BAUSCH HEALTH COMPANIES INC.
    BOMBARDIER INC. AVIENT CORPORATION BEAZER HOMES USA, INC.
    BOYD GAMING CORPORATION AVON PRODUCTS, INC. BOMBARDIER INC.
    CAESARS ENTERTAINMENT, INC. BALL CORPORATION BOYD GAMING CORPORATION
    CARNIVAL CORPORATION BATH & BODY WORKS, INC. CAESARS ENTERTAINMENT, INC.
    COMMUNITY HEALTH SYSTEMS, INC. CALPINE CORPORATION CARNIVAL CORPORATION
    CSC HOLDINGS, LLC CCO HOLDINGS, LLC CARVANA CO.
    DISH DBS CORPORATION CHESAPEAKE ENERGY CORPORATION COMMSCOPE, INC.
    FRONTIER COMMUNICATIONS HOLDINGS, LLC CLEVELAND-CLIFFS INC. COMMUNITY HEALTH SYSTEMS, INC.
    GFL ENVIRONMENTAL INC. DAVITA INC. CSC HOLDINGS, LLC
    IHEARTCOMMUNICATIONS, INC. DELTA AIR LINES, INC. DISH DBS CORPORATION
    LIBERTY INTERACTIVE LLC DOMTAR CORPORATION FRONTIER COMMUNICATIONS HOLDINGS, LLC
    LUMEN TECHNOLOGIES, INC. EQM MIDSTREAM PARTNERS, LP GFL ENVIRONMENTAL INC.
    MGM RESORTS INTERNATIONAL FORD MOTOR COMPANY IHEARTCOMMUNICATIONS, INC.
    NABORS INDUSTRIES, INC. GENWORTH HOLDINGS, INC. K. HOVNANIAN ENTERPRISES, INC.
    PACTIV LLC HILTON DOMESTIC OPERATING COMPANY INC. LIBERTY INTERACTIVE LLC
    PITNEY BOWES INC. HOWMET AEROSPACE INC. LUMEN TECHNOLOGIES, INC.
    POST HOLDINGS, INC. IRON MOUNTAIN INCORPORATED MGM RESORTS INTERNATIONAL
    R.R. DONNELLEY & SONS COMPANY ISTAR INC. NABORS INDUSTRIES, INC.
    ROYAL CARIBBEAN CRUISES LTD. KB HOME PACTIV LLC
    SABRE HOLDINGS CORPORATION KOHL'S CORPORATION PITNEY BOWES INC.
    SERVICE PROPERTIES TRUST LAMB WESTON HOLDINGS, INC. POST HOLDINGS, INC.
    STAPLES, INC. LOUISIANA-PACIFIC CORPORATION R.R. DONNELLEY & SONS COMPANY
    TENET HEALTHCARE CORPORATION MACY'S, INC. RITE AID CORPORATION
    THE HERTZ CORPORATION MBIA INC. ROYAL CARIBBEAN CRUISES LTD.
    TRANSDIGM INC. MGIC INVESTMENT CORPORATION SABRE HOLDINGS CORPORATION
    UBER TECHNOLOGIES, INC. MPT OPERATING PARTNERSHIP, L.P. SERVICE PROPERTIES TRUST
    UNISYS CORPORATION MURPHY OIL CORPORATION STAPLES, INC.
    UNITED AIRLINES HOLDINGS, INC. NAVIENT CORPORATION TENET HEALTHCARE CORPORATION
    UNITI GROUP INC. NETFLIX, INC. THE HERTZ CORPORATION
    UNIVISION COMMUNICATIONS INC. NEW ALBERTSONS L.P. TRANSDIGM INC.
    WEATHERFORD INTERNATIONAL LTD. NEWELL BRANDS INC. TRANSOCEAN INC.
    NORDSTROM, INC. UBER TECHNOLOGIES, INC.
    NOVA CHEMICALS CORPORATION UNISYS CORPORATION
    NRG ENERGY, INC. UNITED AIRLINES HOLDINGS, INC.
    OCCIDENTAL PETROLEUM CORPORATION UNITI GROUP INC.
    OLIN CORPORATION UNIVISION COMMUNICATIONS INC.
    ONEMAIN FINANCE CORPORATION WEATHERFORD INTERNATIONAL LTD.
    PG&E CORPORATION
    SAFEWAY INC.
    SEALED AIR CORPORATION
    SIRIUS XM RADIO INC.
    STANDARD BUILDING SOLUTIONS INC.
    TEGNA INC.
    TEVA PHARMACEUTICAL INDUSTRIES LIMITED
    THE ADT SECURITY CORPORATION
    THE GAP, INC.
    THE GOODYEAR TIRE & RUBBER COMPANY
    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 17 2023
    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 27 March, 2023.

    Index Fixed Coupon Rate (bps)
    Markit CDX.NA.HY.40 500
    Markit CDX.NA.HY.B.40 500
    Markit CDX.NA.HY.BB.40 500
    Markit CDX.NA.HY.Ex-BB.40 500
     
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    Mar 17 2023
    Markit CDX HY 40 Reference Obligations

    The reference obligations that will be included in the upcoming Markit CDX.NA.HY.40 index are available below. Please note that this list remains provisional until publication of the final annex for the index.
    Markit CDX HY 40 Reference Obligations.pdf
     
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    Mar 17 2023
    List of Constituents for Sub-indices of Markit CDX.NA.HY

    Following is the expected composition of the Markit CDX.NA.HY.B.40, Markit CDX.NA.HY.BB.40 and Markit CDX.NA.HY.Ex-BB.40 sub-indices. Please note that these lists remain provisional till publication of the final annexes for the indices.

    Markit CDX.NA.HY.B.40 Markit CDX.NA.HY.BB.40 Markit CDX.NA.HY.Ex-BB.40
    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 APACHE CORPORATION ANYWHERE REAL ESTATE GROUP LLC
    AVIS BUDGET GROUP, INC. ARAMARK SERVICES, INC. AVIS BUDGET GROUP, INC.
    BEAZER HOMES USA, INC. ASHLAND INC. BAUSCH HEALTH COMPANIES INC.
    BOMBARDIER INC. AVIENT CORPORATION BEAZER HOMES USA, INC.
    BOYD GAMING CORPORATION AVON PRODUCTS, INC. BOMBARDIER INC.
    CAESARS ENTERTAINMENT, INC. BALL CORPORATION BOYD GAMING CORPORATION
    CARNIVAL CORPORATION BATH & BODY WORKS, INC. CAESARS ENTERTAINMENT, INC.
    COMMUNITY HEALTH SYSTEMS, INC. CALPINE CORPORATION CARNIVAL CORPORATION
    CSC HOLDINGS, LLC CCO HOLDINGS, LLC CARVANA CO.
    DISH DBS CORPORATION CHESAPEAKE ENERGY CORPORATION COMMSCOPE, INC.
    FRONTIER COMMUNICATIONS HOLDINGS, LLC CLEVELAND-CLIFFS INC. COMMUNITY HEALTH SYSTEMS, INC.
    GFL ENVIRONMENTAL INC. DAVITA INC. CSC HOLDINGS, LLC
    IHEARTCOMMUNICATIONS, INC. DELTA AIR LINES, INC. DISH DBS CORPORATION
    LIBERTY INTERACTIVE LLC DOMTAR CORPORATION FRONTIER COMMUNICATIONS HOLDINGS, LLC
    LUMEN TECHNOLOGIES, INC. EQM MIDSTREAM PARTNERS, LP GFL ENVIRONMENTAL INC.
    MGM RESORTS INTERNATIONAL FORD MOTOR COMPANY IHEARTCOMMUNICATIONS, INC.
    NABORS INDUSTRIES, INC. GENWORTH HOLDINGS, INC. K. HOVNANIAN ENTERPRISES, INC.
    PACTIV LLC HILTON DOMESTIC OPERATING COMPANY INC. LIBERTY INTERACTIVE LLC
    PITNEY BOWES INC. HOWMET AEROSPACE INC. LUMEN TECHNOLOGIES, INC.
    POST HOLDINGS, INC. IRON MOUNTAIN INCORPORATED MGM RESORTS INTERNATIONAL
    R.R. DONNELLEY & SONS COMPANY ISTAR INC. NABORS INDUSTRIES, INC.
    ROYAL CARIBBEAN CRUISES LTD. KB HOME PACTIV LLC
    SABRE HOLDINGS CORPORATION KOHL'S CORPORATION PITNEY BOWES INC.
    SERVICE PROPERTIES TRUST LAMB WESTON HOLDINGS, INC. POST HOLDINGS, INC.
    STAPLES, INC. LOUISIANA-PACIFIC CORPORATION R.R. DONNELLEY & SONS COMPANY
    TENET HEALTHCARE CORPORATION MACY'S, INC. RITE AID CORPORATION
    THE HERTZ CORPORATION MBIA INC. ROYAL CARIBBEAN CRUISES LTD.
    TRANSDIGM INC. MGIC INVESTMENT CORPORATION SABRE HOLDINGS CORPORATION
    UBER TECHNOLOGIES, INC. MURPHY OIL CORPORATION SERVICE PROPERTIES TRUST
    UNISYS CORPORATION NAVIENT CORPORATION STAPLES, INC.
    UNITED AIRLINES HOLDINGS, INC. NETFLIX, INC. TENET HEALTHCARE CORPORATION
    UNITI GROUP INC. NEW ALBERTSONS L.P. THE HERTZ CORPORATION
    UNIVISION COMMUNICATIONS INC. NEWELL BRANDS INC. TRANSDIGM INC.
    WEATHERFORD INTERNATIONAL LTD. NORDSTROM, INC. TRANSOCEAN INC.
    NOVA CHEMICALS CORPORATION UBER TECHNOLOGIES, INC.
    NRG ENERGY, INC. UNISYS CORPORATION
    OCCIDENTAL PETROLEUM CORPORATION UNITED AIRLINES HOLDINGS, INC.
    OLIN CORPORATION UNITI GROUP INC.
    ONEMAIN FINANCE CORPORATION UNIVISION COMMUNICATIONS INC.
    PG&E CORPORATION WEATHERFORD INTERNATIONAL LTD.
    SAFEWAY INC.
    SEALED AIR CORPORATION
    SIRIUS XM RADIO INC.
    STANDARD BUILDING SOLUTIONS INC.
    TEGNA INC.
    TESLA, INC.
    TEVA PHARMACEUTICAL INDUSTRIES LIMITED
    THE ADT SECURITY CORPORATION
    THE GAP, INC.
    THE GOODYEAR TIRE & RUBBER COMPANY
    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 15 2023
    Markit iBoxx USD Liquid High Yield Index sector weights for the Markit CDX HY Series 40 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 3.807%
    Consumer Goods 9.752%
    Consumer Services 28.441%
    Financials 10.225%
    Healthcare 8.261%
    Industrials 14.305%
    Energy 11.639%
    Technology 7.225%
    Telecommunications Services 2.886%
    Utilities 3.460%
     
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    Mar 15 2023
    List of Changes for Markit CDX.NA.HY.40

    Following are the changes expected for the upcoming Markit CDX.NA.HY.40 index that will roll on 27 March 2023. Please note that this list remains provisional until publication of the final annex for the index.

    Removals Additions
    DIAMOND SPORTS GROUP, LLC KOHL'S CORPORATION
     
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    Mar 13 2023
    Reference Obligations for Markit CDX.NA.IG.40

    The reference obligations that will be included in the upcoming Markit CDX.NA.IG.40 index are available below. Please note that this list remains provisional until publication of the final annex for the index.
    Markit CDX NA IG 40 Reference Obligations.pdf
     
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    Mar 13 2023
    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 20 March, 2023.

    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 13 2023
    Composition of CDX.NA.IG.HVOL.40

    Following is the expected composition of the Markit CDX.NA.IG.HVOL.40 index that will roll on 20 March, 2023. 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.
    BEST BUY CO., INC. OVINTIV INC.
    DELL INC. PARAMOUNT GLOBAL
    DEVON ENERGY CORPORATION PULTEGROUP, INC.
    DXC TECHNOLOGY COMPANY RADIAN GROUP INC.
    EASTMAN CHEMICAL COMPANY RYDER SYSTEM, INC.
    EXPEDIA GROUP, INC. SOUTHWEST AIRLINES CO.
    FREEPORT-MCMORAN INC. TARGA RESOURCES PARTNERS LP
    GENERAL MOTORS COMPANY TECK RESOURCES LIMITED
    HCA INC. THE AES CORPORATION
    HESS CORPORATION THE BOEING COMPANY
    HOST HOTELS & RESORTS, L.P. THE DOW CHEMICAL COMPANY
    HP INC. TOLL BROTHERS, INC.
    LENNAR CORPORATION WHIRLPOOL CORPORATION
     
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    Mar 13 2023
    List of Changes for Markit CDX.NA.IG.40 Sector Sub-indices

    Following is the impact of the constituent changes on the sector-based sub-indices of CDX.NA.IG.40 that will roll on 20 March 2023. 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.40-V1 KOHL'S CORPORATION
    CDX.NA.IG.FIN.40-V1 RADIAN GROUP INC.
     
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    Mar 13 2023
    Composition of CDX.NA.IG.BBB.40

    Following is the expected composition of the Markit CDX.NA.IG.BBB.40 index that will roll on 20 March, 2023. 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. KRAFT HEINZ FOODS COMPANY
    AMERICAN INTERNATIONAL GROUP, INC. LENNAR CORPORATION
    AMGEN INC. LINCOLN NATIONAL 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 PULTEGROUP, INC.
    D.R. HORTON, INC. QUEST DIAGNOSTICS INCORPORATED
    DARDEN RESTAURANTS, INC. RADIAN GROUP INC.
    DELL INC. RAYTHEON TECHNOLOGIES CORPORATION
    DEVON ENERGY CORPORATION RYDER SYSTEM, INC.
    DOMINION ENERGY, INC. SEMPRA ENERGY
    DXC TECHNOLOGY COMPANY SOUTHWEST AIRLINES CO.
    EASTMAN CHEMICAL COMPANY TARGA RESOURCES PARTNERS LP
    ENBRIDGE INC. TECK RESOURCES LIMITED
    ENERGY TRANSFER LP THE AES 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
     
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    Mar 13 2023
    Coupon for Markit CDX.EM.39

    The fixed coupon for all maturities on the upcoming Markit CDX.EM.39 index is 100 bps.
     
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    Mar 09 2023
    Reference Obligations for Markit CDX.EM.39

    The reference obligations that will be included in the upcoming Markit CDX.EM.39 index are available below. Please note that this list remains provisional until publication of the final annex for the index.
    Markit CDX EM 39 Reference Obligations.pdf
     
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    Mar 09 2023
    Announcement of CDX.EM Rule Changes

    IHS Markit will implement changes to the CDX Emerging Markets Index rules, to be applied starting with CDX Emerging Markets Series 39 in March 2023. To note, change three (3) listed below is the only new rule change versus what was announced on March 06.

    The key changes include the following:

    1) The index to be composed of twenty (20) sovereign reference entities, increased from eighteen (18) previously.
    2) A reference entity will remain in the Index as long as its CDS volumes place it within the top 22 names in the list of Eligible Reference Entities, increased from 20 previously.
    3) Constituent weights to be subject to a maximum weight of 10%.

    For more information please email cdxadvisory@ihsmarkit.com.
     
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    Mar 09 2023
    Updated List of Changes for Markit CDX.EM.39

    Following are the updated changes expected for the upcoming Markit CDX.EM.39 index that will roll on 20 March 2023. Please note that this list remains provisional till publication of the final annex for the index.

    Reference Entity Old Weight New Weight
    PEOPLE'S REPUBLIC OF CHINA 12% 10%
    FEDERATIVE REPUBLIC OF BRAZIL 12% 10%
    UNITED MEXICAN STATES 12% 10%
    REPUBLIC OF TURKEY 12% 10%
    REPUBLIC OF SOUTH AFRICA 11% 10%
    REPUBLIC OF INDONESIA 10% 9%
    REPUBLIC OF COLOMBIA 6% 7%
    REPUBLIC OF CHILE 3% 5%
    KINGDOM OF SAUDI ARABIA 2% 4%
    REPUBLIC OF THE PHILIPPINES 2% 3%
    MALAYSIA 3% 3%
    REPUBLIC OF PERU 3% 3%
    STATE OF QATAR 2% 2%
    REPUBLIC OF PANAMA 2% 2%
    ARAB REPUBLIC OF EGYPT 2% 2%
    ABU DHABI 2% 2%
    ARGENTINE REPUBLIC 2% 2%
    SULTANATE OF OMAN 2% 2%
    KINGDOM OF BAHRAIN 0% 2%
    DOMINCAN REPUBLIC 0% 2%
     
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