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    2019
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    Sep 13 2019
    Reference Obligations for Markit CDX.NA.IG.33

    The reference obligations that will be included in the upcoming Markit CDX.NA.IG.33 index are available below. Please note that this list remains provisional until publication of the final annex for the index.

    Markit CDX IG 33 Reference Obligations.pdf
     
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    Sep 13 2019
    Updated List of Changes for Markit CDX.NA.IG.33

    Following is the updated list of changes expected for the upcoming Markit CDX.NA.IG.33 index that will roll on 20 September, 2019.

    The successor entity to 21ST CENTURY FOX AMERICA, INC., THE WALT DISNEY COMPANY, will remain in the index.

    Please note that this list remains provisional until publication of the final annex for the index.


    Removals Additions
    TWDC ENTERPRISES 18 CORP. THE SOUTHERN COMPANY
     
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    Sep 13 2019
    Reference Obligations for Markit CDX.EM.32

    The reference obligations that will be included in the upcoming Markit CDX.EM.32 index are available below. Please note that this list remains provisional until publication of the final annex for the index.
    Markit CDX EM 32 Reference Obligations.pdf
     
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    Sep 12 2019
    Updated List of Changes for Markit CDX.EM.32

    Following feedback from the CDX EM Index Advisory Committee, IHS Markit has determined to include Abu Dhabi on the list of eligible EM countries for CDX Emerging Markets. This has been done to maintain index liquidity and preserve the economic intent of the index.

    Following are the updated changes expected for the upcoming Markit CDX.EM.32 index that will roll on 20 September 2019. 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 13% 12%
    REPUBLIC OF TURKEY 13% 12%
    UNITED MEXICAN STATES 13% 12%
    PEOPLE'S REPUBLIC OF CHINA 9% 9%
    REPUBLIC OF SOUTH AFRICA 8% 9%
    REPUBLIC OF INDONESIA 7% 8%
    RUSSIAN FEDERATION 8% 8%
    ARGENTINE REPUBLIC 6% 5%
    REPUBLIC OF COLOMBIA 4% 5%
    MALAYSIA 4% 4%
    KINGDOM OF SAUDI ARABIA 3% 2%
    REPUBLIC OF THE PHILIPPINES 3% 2%
    REPUBLIC OF PERU 3% 2%
    REPUBLIC OF CHILE 3% 2%
    STATE OF QATAR 3% 2%
    REPUBLIC OF PANAMA 0% 2%
    LEBANESE REPUBLIC 0% 2%
    ABU DHABI 0% 2%
     
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    Sep 11 2019
    Provisional membership of MCDX Series 33

    Following are the provisional names expected for the upcoming MCDX Series 33 index that will roll on 03 October, 2019. Nineteen names were selected following the first round of polling by the MCDX Index Advisory Committee Members. Another round of polling will occur to determine the final name selected for inclusion. Please note that this list remains provisional till publication of the final annex for the index.

    Obligor Name Reference Entity
    AMERICAN MUNICIPAL POWER INC AMERICAN MUNICIPAL POWER, INC.
    CHICAGO BOARD OF EDUCATION THE BOARD OF EDUCATION OF THE CITY OF CHICAGO
    CITY OF CHICAGO CITY OF CHICAGO
    KENTUCKY STATE PROPERTY & BUILDING COMMISSION COMMONWEALTH OF KENTUCKY STATE PROPERTY AND BUILDINGS COMMISSION
    LAGUARDIA GATEWAY PARTNERS LLC NEW YORK TRANSPORTATION DEVELOPMENT CORPORATION
    LOMA LINDA UNIVERSITY MEDICAL CENTER OBLIGATED GROUP THE CALIFORNIA STATEWIDE COMMUNITIES DEVELOPMENT AUTHORITY, CALIFORNIA
    LONG ISLAND POWER AUTHORITY LONG ISLAND POWER AUTHORITY
    METROHEALTH SYSTEM/THE COUNTY OF CUYAHOGA, OHIO
    METROPOLITAN PIER & EXPOSITION AUTHORITY METROPOLITAN PIER AND EXPOSITION AUTHORITY
    METROPOLITAN TRANSPORTATION AUTHORITY METROPOLITAN TRANSPORTATION AUTHORITY
    MICHIGAN FINANCE AUTHORITY MICHIGAN FINANCE AUTHORITY
    MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA
    NEW JERSEY ECONOMIC DEVELOPMENT AUTHORITY NEW JERSEY ECONOMIC DEVELOPMENT AUTHORITY
    NEW JERSEY TRANSPORTATION TRUST FUND AUTHORITY THE NEW JERSEY TRANSPORTATION TRUST FUND AUTHORITY
    NEW YORK STATE DORMITORY AUTHORITY DORMITORY AUTHORITY STATE OF NEW YORK
    SOUTH CAROLINA PUBLIC SERVICE AUTHORITY SOUTH CAROLINA PUBLIC SERVICE AUTHORITY
    STATE OF CONNECTICUT STATE OF CONNECTICUT
    STATE OF ILLINOIS STATE OF ILLINOIS
    TOBACCO SETTLEMENT FINANCING CORP/NJ TOBACCO SETTLEMENT FINANCING CORPORATION, NEW JERSEY
     
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    Sep 10 2019
    List of Changes for Markit CDX.NA.IG.33

    Following are the changes expected for the upcoming Markit CDX.NA.IG.33 index that will roll on 20 September, 2019. Please note that this list remains provisional until publication of the final annex for the index.


    Removals Additions
    21ST CENTURY FOX AMERICA, INC. THE SOUTHERN COMPANY
     
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    Sep 09 2019
    List of Changes for Markit CDX.EM.32

    Following are the changes expected for the upcoming Markit CDX.EM.32 index that will roll on 20 September, 2019. 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 13% 12%
    REPUBLIC OF TURKEY 13% 12%
    UNITED MEXICAN STATES 13% 12%
    PEOPLE'S REPUBLIC OF CHINA 9% 10%
    REPUBLIC OF SOUTH AFRICA 8% 9%
    REPUBLIC OF INDONESIA 7% 8%
    RUSSIAN FEDERATION 8% 7%
    ARGENTINE REPUBLIC 6% 5%
    REPUBLIC OF COLOMBIA 4% 5%
    MALAYSIA 4% 4%
    KINGDOM OF SAUDI ARABIA 3% 2%
    REPUBLIC OF THE PHILIPPINES 3% 2%
    REPUBLIC OF PERU 3% 2%
    REPUBLIC OF CHILE 3% 2%
    STATE OF QATAR 3% 2%
    REPUBLIC OF PANAMA 0% 2%
    LEBANESE REPUBLIC 0% 2%
    SOCIALIST REPUBLIC OF VIETNAM 0% 2%
     
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    Sep 06 2019
    Markit iBoxx USD Liquid High Yield Index sector weights for the Markit CDX HY Series 33 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 4.727%
    Consumer Goods 7.702%
    Consumer Services 25.223%
    Financials 8.706%
    Healthcare 11.561%
    Industrials 13.076%
    Energy 12.461%
    Technology 6.615%
    Telecommunications Services 6.775%
    Utilities 3.154%
     
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    Sep 04 2019
    Index Roll Timelines Published

    The index roll timeline for the Markit MCDX index is available below:
    Markit MCDX Index Roll Timeline (Fall 2019).pdf
     
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    Sep 04 2019
    RED Codes for Markit CDX Indices

    The RED codes for the upcoming series of the various Markit CDX Indices are listed below. Please note that these codes remain provisional until publication of the final annexes for the indices.

    Index Name Index RED Code
    CDX.EM.32-V1 2I65BZDM1
    CDX.NA.HY.33-V1 2I65BRSB7
    CDX.NA.HY.B.33-V1 2I65BSFA1
    CDX.NA.HY.BB.33-V1 2I65BVCZ2
    CDX.NA.IG.33-V1 2I65BYDV4
    CDX.NA.IG.CONS.33-V1 2I65B0BO6
    CDX.NA.IG.ENRG.33-V1 2I65B1BN6
    CDX.NA.IG.FIN.33-V1 2I65B2AQ8
    CDX.NA.IG.HVOL.33-V1 2I65B3CO9
    CDX.NA.IG.INDU.33-V1 2I65B4BN0
    CDX.NA.IG.TMT.33-V1 2I65DJBV7
     
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    Sep 04 2019
    RED Code for Markit MCDX.NA.33

    The RED code for Markit MCDX.NA.33 is listed below. Please note that the code remains provisional until publication of the final annex for the index.

    Index Name Index RED Code
    MCDX.NA.33-V1 5A79DPBV8
     
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    Sep 04 2019
    Index Roll Timelines Published

    The index roll timelines for Markit CDX indices are available below:
    Markit CDX IG Index Roll Timeline (Fall 2019).pdf
    Markit CDX EM Index Roll Timeline (Fall 2019).pdf
    Markit CDX HY Index Roll Timeline (Fall 2019).pdf
     
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    Aug 14 2019
    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 32 in September 2019.

    The key changes include the following:

    1) The index to be composed of eighteen (18) sovereign reference entities, increased from fifteen (15) previously.
    2) A reference entity will remain in the Index as long as its CDS volumes place it within the top 20 names in the list of Eligible Reference Entities, decreased from 25 previously.
    3) Constituent weights to be subject to a minimum weight of 2%.
    4) Constituent weights to be subject to a maximum weight of 12%.

    For more information please email cdxadvisory@ihsmarkit.com.
     
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    Aug 06 2019
    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 32 in September 2019.
    The key changes include the following:

    1) The index to be composed of eighteen (18) sovereign reference entities, increased from fifteen (15) previously.
    2) A reference entity will remain in the Index as long as its CDS volumes place it within the top 20 names in the list of Eligible Reference Entities, decreased from 25 previously.

    IHS Markit is currently consulting with the CDX EM Index Advisory Committee members regarding potential changes to the entity weighting process.

    For more information please email cdxadvisory@ihsmarkit.com.
     
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    Jul 29 2019
    Markit CDX IG Financials Update

    IHS Markit has determined not to include Swap Dealers with liquid CDS traded on them within CDX IG or as constituents in a separately traded CDX Financials Index for the September 2019 Roll. Several CDX IG Index Advisory Committee Members advised not to make the potential change for the upcoming roll, citing the need to establish the cost impact of inclusion. IHS Markit will continue to consult with the CDX IG Index Advisory Committee to assess whether this change should be targeted for the March 2020 Roll.

    For more information please email cdxadvisory@ihsmarkit.com.
     
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    Jul 08 2019
    New versions of Markit Indices issued due to Credit Event on Weatherford International Ltd.

    Following the confirmation of a Bankruptcy credit event for Weatherford International Ltd. by the ISDA Determinations Committee, new versions of all affected Markit CDX indices have been issued with an annex date of 5th July 2019. Below are the new indices along with their corresponding RED Index Code:

    Index Name Index RED Code
    CDX.NA.HY.26-V7 2I65BRRU6
    CDX.NA.HY.27-V7 2I65BRRV4
    CDX.NA.HY.28-V6 2I65BRRX0
    CDX.NA.HY.29-V5 2I65BRRY8
    CDX.NA.HY.30-V5 2I65BRRW2
    CDX.NA.HY.31-V5 2I65BRSA9
    CDX.NA.HY.32-V2 2I65BRRZ5
    CDX.NA.HY.B.27-V5 2I65BSEW4
    CDX.NA.HY.B.29-V4 2I65BSEX2
    CDX.NA.HY.B.30-V3 2I65BSEY0
    CDX.NA.HY.B.31-V2 2I65BSEZ7
    CDX.NA.HY.BB.26-V2 2I65BVCY5
    CDX.NA.IG.21-V2 2I65BYDQ5
    CDX.NA.IG.22-V2 2I65BYDR3
    CDX.NA.IG.23-V2 2I65BYDS1
    CDX.NA.IG.24-V2 2I65BYDT9
    CDX.NA.IG.25-V2 2I65BYDU6
    CDX.NA.IG.ENRG.21-V2 2I65B1BJ5
    CDX.NA.IG.ENRG.22-V2 2I65B1BI7
    CDX.NA.IG.ENRG.23-V2 2I65B1BL0
    CDX.NA.IG.ENRG.24-V2 2I65B1BK2
    CDX.NA.IG.ENRG.25-V2 2I65B1BM8
    CDX.NA.IG.HVOL.21-V2 2I65B3CJ0
    CDX.NA.IG.HVOL.22-V2 2I65B3CN1
    CDX.NA.IG.HVOL.23-V2 2I65B3CM3
    CDX.NA.IG.HVOL.24-V2 2I65B3CL5
    CDX.NA.IG.HVOL.25-V2 2I65B3CK7
     
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    Jul 03 2019
    Markit CDX IG Financials Consultation

    IHS Markit is currently consulting with CDX IG Index Advisory Committee members regarding the potential inclusion of Swap Dealers with liquid CDS traded on them within CDX IG or as constituents in a separately traded CDX Financials Index.

    Market participants are invited to provide feedback by emailing cdxadvisory@ihsmarkit.com, the feedback window is scheduled to complete by end of July following which IHS Markit will publish a further announcement.
     
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    Mar 28 2019
    Coupon Finalized for MCDX.NA.32

    The coupon for Markit MCDX.NA.32 will remain at 100 bps.
     
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    Mar 26 2019
    Reference Obligations for Markit MCDX Series 32 Version 1

    The reference obligations that will be included in the upcoming Markit MCDX Series 32 Version 1 index are available below. Please note that this list remains provisional until publication of the final annex for the index.
    Markit MCDX 32 Reference Obligations.pdf
     
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    Mar 20 2019
    List of Constituents for Sub-indices of Markit CDX.NA.HY

    Following is the expected composition of the Markit CDX.NA.HY.B.32 and Markit CDX.NA.HY.BB.32 sub-indices. Please note that these lists remain provisional till publication of the final annexes for the indices.

    Markit CDX.NA.HY.B.32 Markit CDX.NA.HY.BB.32
    ADVANCED MICRO DEVICES, INC. ALLY FINANCIAL INC.
    AK STEEL CORPORATION AMERICAN AIRLINES GROUP INC.
    AVON PRODUCTS, INC. AMERICAN AXLE & MANUFACTURING, INC.
    BAUSCH HEALTH COMPANIES INC. AMKOR TECHNOLOGY, INC.
    BEAZER HOMES USA, INC. ARAMARK SERVICES, INC.
    BOMBARDIER INC. ARCONIC INC.
    BOYD GAMING CORPORATION ASHLAND LLC
    CALPINE CORPORATION AVIS BUDGET GROUP, INC.
    CHESAPEAKE ENERGY CORPORATION BALL CORPORATION
    CSC HOLDINGS, LLC CCO HOLDINGS, LLC
    DEAN FOODS COMPANY CENTURYLINK, INC.
    DIAMOND OFFSHORE DRILLING, INC. CIT GROUP INC.
    DISH DBS CORPORATION DAVITA INC.
    FRONTIER COMMUNICATIONS CORPORATION DELL INC.
    GENWORTH HOLDINGS, INC. EQUINIX, INC.
    J. C. PENNEY COMPANY, INC. FIRST DATA CORPORATION
    NEW ALBERTSONS L.P. FREEPORT-MCMORAN INC.
    R.R. DONNELLEY & SONS COMPANY HCA INC.
    RITE AID CORPORATION HD SUPPLY, INC.
    SAFEWAY INC. IRON MOUNTAIN INCORPORATED
    SPRINT COMMUNICATIONS, INC. ISTAR INC.
    STAPLES, INC. KB HOME
    TALEN ENERGY SUPPLY, LLC L BRANDS, INC.
    TENET HEALTHCARE CORPORATION LENNAR CORPORATION
    TESLA, INC. LIBERTY INTERACTIVE LLC
    THE HERTZ CORPORATION M.D.C. HOLDINGS, INC.
    TRANSDIGM INC. MBIA INC.
    TRANSOCEAN INC. MERITOR, INC.
    UNISYS CORPORATION MGIC INVESTMENT CORPORATION
    UNITED STATES STEEL CORPORATION MGM RESORTS INTERNATIONAL
    UNIVISION COMMUNICATIONS INC. MURPHY OIL CORPORATION
    WHITING PETROLEUM CORPORATION NABORS INDUSTRIES, INC.
    NAVIENT CORPORATION
    NOVA CHEMICALS CORPORATION
    NRG ENERGY, INC.
    OLIN CORPORATION
    PITNEY BOWES INC.
    POLYONE CORPORATION
    PULTEGROUP, INC.
    RADIAN GROUP INC.
    REALOGY GROUP LLC
    SABRE HOLDINGS CORPORATION
    SANMINA CORPORATION
    SEALED AIR CORPORATION
    SPRINGLEAF FINANCE CORPORATION
    TARGA RESOURCES PARTNERS LP
    TEGNA INC.
    TEVA PHARMACEUTICAL INDUSTRIES LIMITED
    THE ADT SECURITY CORPORATION
    THE AES CORPORATION
    THE GAP, INC.
    THE GOODYEAR TIRE & RUBBER COMPANY
    T-MOBILE USA, INC.
    TOLL BROTHERS, INC.
    UNITED CONTINENTAL HOLDINGS, INC.
    UNITED RENTALS (NORTH AMERICA), INC.
    UNIVERSAL HEALTH SERVICES, INC.
    VISTRA ENERGY CORP.
    XEROX CORPORATION
    YUM! BRANDS, INC.
     
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