Indices
News & Information
    2023
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    Sep 27 2023
    iBoxx Asia-Pacific Annual Index Review 2023 Results

    Please find the results of the 2023 iBoxx Asia-Pacific Annual Index Review here.

    For more information, please contact us at indices@ihsmarkit.com
    iBoxx APAC AIR 2023 - Results - Final.pdf
     
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    Sep 26 2023
    Launch Notification - iBoxx GBP Non-Gilts ex-Financials RPI Inflation Hedged Indices

    S&P Global is pleased to announce the launch of the indices listed below:

    Index Name
    iBoxx GBP Non-Gilts ex-Financials 1-5 RPI Inflation Hedged
    iBoxx GBP Non-Gilts ex-Financials 5-10 RPI Inflation Hedged
    iBoxx GBP Non-Gilts ex-Financials 10-15 RPI Inflation Hedged
    iBoxx GBP Non-Gilts ex-Financials 15-20 RPI Inflation Hedged
    iBoxx GBP Non-Gilts ex-Financials 20-25 RPI Inflation Hedged
    iBoxx GBP Non-Gilts ex-Financials 25-30 RPI Inflation Hedged
    iBoxx GBP Non-Gilts ex-Financials 30-40 RPI Inflation Hedged

    You'll find the details of the published files in the launch notice included here.

    Please find the index guide below.

    For more information please contact us at indices@ihsmarkit.com.

    Launch-Notification-iBoxx-GBP-Non-Gilts-ex-Financials-RPI-Inflation-Hedged-Indices.pdf
    iBoxx GBP Non-Gilts ex-Financials RPI Inflation Hedged Indices Guide.pdf
     
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    Sep 22 2023
    iBoxx European & North American Annual Index Review 2023 Preliminary Agenda

    Please find the preliminary agenda for the 2023 iBoxx European & North American Annual Index Review.

    For more information, please contact us at indices@ihsmarkit.com.
    iBoxx_European_AIR_2023_preliminary_agenda.pdf
     
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    Sep 22 2023
    USD Indices - Missed Bonds in Universe

    A set of USD denominated bonds were missed in iBoxx Indices for end of August 2023 rebalancing. These bonds were part of July end composition and should have been part of August composition as well.
    After thorough investigation, IBMA has decided to add these bonds to the iBoxx universe ongoing as of the next rebalance, on 30th September 2023.

    Please find the list of missed USD bonds attached.
     
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    Aug 23 2023
    List of bond exclusions – iBoxx APAC indices (private placements / retail / accessibility / liquidity)

    S&P Global has identified Private Placement / Liquidity / Accessibility / Retail issues. Please find the list attached.
    List of excluded bonds due to private placementretail - investability - liquidity - for iBoxx APAC indices - July 2023.xlsx
     
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    Aug 01 2023
    Updated List of Private Placements

    S&P Global has identified additional Private Placement issues. Please find the list attached.
    EUR_Private_Placements_20230731.pdf
    GBP_Private_Placements_20230731.pdf
     
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    Aug 01 2023
    Restatement of iBoxx USD, and iBoxx Global Government EOM Components and XREF Files

    Please be advised that the end of month files have been restated to correct the notional amount for bond ISIN US91282CHN48 in iBoxx USD & iBoxx Global Government indices.

    The restated files are available on the SFTP server with the paths here.

    For more information, please contact us at indices@ihsmarkit.com.
     
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    Aug 01 2023
    Updated list of Retail Bonds

    S&P Global has identified additional Retail Bond issues. Please find the list attached.
    Markit_iBoxx_RetailBonds_20230731.pdf
     
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    Aug 01 2023
    Restatement of iBoxx € Liquid EOM Components and XREF Files

    Please be advised that the following month-end files have been restated to correct the price and weight of DE000AAR0389 in iBoxx € Liquid Germany Covered Diversified.


    The restated files are available on the SFTP server with the paths below:

    Filename ExportFolder
    iboxx_eur_lq_eom_components202308.csv iboxx_custom_indices\b011008\components
    iboxx_eur_lq_eom_xref_202308.csv iboxx_eur\eur_lq_eom_xref
    iboxx_eur_lq_eom_components_202308.csv iboxx_eur\eur_lq_eom_components
    iboxx_eur_lq_eom_components_202308.csv iboxx_eur\eur_lq_eom_components\preview

    For more information, please contact us at indices@ihsmarkit.com.
     
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    Jul 18 2023
    New iBoxx USD Sub-Folders XREF file update

    S&P Global is pleased to announce upcoming change to the iBoxx USD XREF Sub-Folders file to match the field header and field content for the Index Identifier and Index ISIN fields. The change will become effective with the 31 August 2023 rebalancing.

    Folder Path File Name
    IBOXX_USD\USD_EOM_XREF\Eurodollar iboxx_usd_eom_xref_yyyymm.csv
    IBOXX_USD\USD_EOM_XREF\Domestic_Corporates iboxx_usd_eom_xref_yyyymm.csv
    IBOXX_USD\USD_EOM_XREF\Domestic_NonCorporates iboxx_usd_eom_xref_yyyymm.csv
    IBOXX_USD\USD_EOM_XREF\Overall iboxx_usd_eom_xref_yyyymm.csv

    Current File Structure Example:
    Date Index Identifier Index ISIN Component Identifier Component ISIN Notional Amount Index Type
    yyyy-mm-dd GB00B05CVX01 EDC BB88731EAJ9 US88731EAJ91 1000000000 iBoxx USD Eurodollar

    New     File Structure Example:

    Date Index Identifier Index ISIN Component Identifier Component ISIN Notional Amount Index Type
    yyyy-mm-dd EDC GB00B05CVX01 BB88731EAJ9 US88731EAJ91 1000000000 iBoxx USD Eurodollar


    For more information, please contact us at indices@ihsmarkit.com.
     
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    Jul 07 2023
    Launch of new iBoxx EUR, iBoxx EUR HY, iBoxx GBP, iBoxx USD and iBoxx USD HY sub-indices

    S&P Global is pleased to announce the upcoming launch of new sub-indices as part of the below iBoxx index families:

    iBoxx EUR Investment Grade
    iBoxx EUR High Yield
    iBoxx GBP Investment Grade
    iBoxx USD Investment Grade
    iBoxx USD High Yield

    The full list of new sub-indices are their directory can be found in the attached file.

    The newly published indices will be available on the SFTP server, listed below, effective 1 August 2023.

    File Type Export Folder Publication File Name
    Indices IBOXX_EUR\EUR_EOD_INDICES Daily iboxx_eur_eod_indices_yyyymmdd.csv
    Indices IBOXX_EUR\EUR_EOD_INDICES\MID Daily iboxx_eur_eod_indices_mid_yyyymmdd.csv
    Indices IBOXX_EUR\EUR_Fixings\MID Daily iboxx_eur_1300cet_indices_mid_yyyymmdd.csv
    Indices IBOXX_EUR_HY\EUR_HY_EOD_INDICES Daily iboxx_eurhy_eod_indices_yyyymmdd.csv
    Indices IBOXX_CUSTOM_INDICES\B190503\INDICES Daily iboxx_b190503_eur_eod_indices_yyyymmdd.csv
    Indices IBOXX_GBP\GBP_EOD_INDICES Daily iboxx_gbp_eod_indices_yyyymmdd.csv
    Indices IBOXX_USD\USD_EOD_INDICES Daily iboxx_usd_eod_indices_yyyymmdd.csv
    Indices IBOXX_USD_HY\USD_HY_EOD_INDICES Daily iboxx_usd_hy_eod_indices_yyyymmdd.csv
    XREF IBOXX_EUR\EUR_EOM_XREF Monthly iboxx_eur_eom_xref_yyyymm.csv
    XREF IBOXX_EUR\EUR_EOM_XREF\Corporates Monthly iboxx_eur_eom_xref_yyyymm.csv
    XREF IBOXX_EUR\EUR_EOM_XREF\MID Monthly iboxx_eur_eom_xref_mid_yyyymm.csv
    XREF IBOXX_EUR_HY\EUR_HY_EOM_XREF Monthly iboxx_eurhy_eom_xref_yyyymm.csv
    XREF IBOXX_CUSTOM_INDICES\B190503\XREF Monthly iboxx_b190503_eur_eom_xref_yyyymm.csv
    XREF IBOXX_GBP\GBP_EOM_XREF Monthly iboxx_gbp_eom_xref_yyyymm.csv
    XREF IBOXX_GBP\GBP_EOM_XREF\Corporates Monthly iboxx_gbp_eom_xref_yyyymm.csv
    XREF IBOXX_USD\USD_EOM_XREF Monthly iboxx_usd_eom_xref_yyyymm.csv
    XREF IBOXX_USD\USD_EOM_XREF\Overall Monthly iboxx_usd_eom_xref_yyyymm.csv
    XREF IBOXX_USD_HY\USD_HY_EOM_XREF Monthly iboxx_usd_hy_eom_xref_yyyymm.csv

    For more information, please contact us at indices@ihsmarkit.com
    New iBoxx Indices Identifier and Publication Details.xlsx
     
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    Jul 07 2023
    Treatment of bonds with reference rates changing from LIBOR to CME SOFR

    A set of USD denominated FRNs referenced to USD LIBOR 3M, are currently eligible for inclusion in iBoxx Indices (iBoxx USD FRN Broad Investment Grade Corporates and Markit iBoxx USD FRN Investment Grade Corporates). Please see the file included below for more information.

    Following the discontinuation of USD LIBOR, the reference rate for those FRNs will change to CME Term SOFR 3M.

    Currently, FRNs referenced to CME Term SOFR are not eligible for iBoxx Indices, therefore those FRNs will be excluded from iBoxx Indices at the next rebalancing date, following their reset date.

    Until rebalance, any residual period where FRNs are still eligible, will be evaluated using the ICE Term SOFR 3M rate

    For more information, please contact us at indices@ihsmarkit.com
    Floating_Rate_Note_Bonds.xlsx
     
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    Jul 03 2023
    Updated list of Retail Bonds

    S&P Global has identified additional Retail Bond issues. Please find the list attached.
    Markit_iBoxx_RetailBonds_20230630.pdf
     
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    Jul 03 2023
    Updated List of Private Placements

    S&P Global has identified additional Private Placement issues. Please find the list attached.
    EUR_Private_Placements_20230630.pdf
    GBP_Private_Placements_20230630.pdf
     
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    Jun 30 2023
    June 2023 Quarterly Forecast for iBoxx Asia Ex-Japan, iBoxx ABF and iBoxx ALBI

    We are pleased to announce the latest iBoxx Asia Ex-Japan, iBoxx ABF and iBoxx ALBI quarterly index weight forecasts.


    For more information, please contact us at indices@ihsmarkit.com
    Markit iBoxx ASIA Weights.pdf
    Markit iBoxx ABF Weights.pdf
    iBoxx ALBI Weights Forecast.pdf
     
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    Jun 20 2023
    Rebalancing of iBoxx Global Corporates Liquid 150 Capped and the Markit iBoxx Global Developed Markets Liquid 100 High Yield Capped Indices

    According to the rules for the Markit iBoxx Global Corporates Liquid 150 Capped index and the Markit iBoxx Global Developed Markets Liquid 100 High Yield Capped index, the number of bonds per currency is to be revised once a year in May. As the result of determination as of rebalancing date of 31st May 2023, the number of bonds per currency will change at the time of the next quarterly rebalancing date (31st July 2023):


    Markit iBoxx Global Corporates Liquid 150 Capped index
    Valid From Valid To EUR GBP USD
    31-Jul-2009 31-Jul-2015 45 15 90
    31-Jul-2015 31-Jul-2016 40 10 100
    31-Jul-2016 31-Jul-2017 35 10 105
    31-Jul-2017 31-Jul-2018 35 10 105
    31-Jul-2018 31-Jul-2019 40 10 100
    31-Jul-2019 31-Jul-2020 40 10 100
    31-Jul-2020 31-Jul-2021 40 5 105
    31-Jul-2021 31-Jul-2022 40 10 100
    31-Jul-2022 31-Jul-2023 40 5 105
    31-Jul-2023 31-Jul-2024 40 5 105

    Markit iBoxx Global Developed Markets Liquid 100 High Yield Capped index
    Valid From Valid To EUR GBP USD CAD
    31-Jul-2009 31-Dec-2011 30 0 70 0
    31-Jan-2012 31-Jul-2015 30 5 60 5
    31-Jul-2015 31-Jul-2016 20 5 70 5
    31-Jul-2016 31-Jul-2017 20 5 70 5
    31-Jul-2017 31-Jul-2018 20 5 70 5
    31-Jul-2018 31-Jul-2019 20 5 70 5
    31-Jul-2019 31-Jul-2020 20 5 70 5
    31-Jul-2020 31-Jul-2021 20 5 70 5
    31-Jul-2021 31-Jul-2022 25 5 65 5
    31-Jul-2022 31-Jul-2023 25 5 65 5
    31-Jul-2023 31-Jul-2024 25 5 65 5

    For further information, please contact us at indices@ihsmarkit.com
     
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    Jun 20 2023
    Launch of iBoxx South Africa Government index

    S&P Global is pleased to announce the launch of below indices:
    • iBoxx South Africa Government (Overall, 1-3, 3-5, 5-7, 7-10, 10+)
    Index History:
    The history for the indices starts from 29 February 2008. Going forward the indices will be published on daily basis.

    Index Identifiers:
    Please find the file attached with index details.

    Ongoing Publication:
    SFTP Server: The indices would be published through the SFTP server in the below folders.

    File Type FTP Folder for Publication Publication File Names
    Indices IBOXX_GLOBALSOV\IBOXX_GlobalSov_ZAR\ZAR_EOD_INDICES Daily iboxx_zar_eod_indices_yyyyMMdd.csv
    Underlyings IBOXX_GLOBALSOV\IBOXX_GlobalSov_ZAR\ZAR_EOD_UNDERLYINGS Daily iboxx_zar_eod_underlyings_yyyyMMdd.csv
    Components IBOXX_GLOBALSOV\IBOXX_GlobalSov_ZAR\ZAR_EOM_COMPONENTS Monthly iboxx_zar_eom_components_yyyyMM.csv
    Forwards IBOXX_GLOBALSOV\IBOXX_GlobalSov_ZAR\ZAR_EOD_FORWARDS 6th calendar day onwards iboxx_zar_eod_forwards_yyyyMMdd.csv
    Xref IBOXX_GLOBALSOV\IBOXX_GlobalSov_ZAR\ZAR_EOM_XREF Monthly iboxx_zar_eom_xref_yyyyMM.csv

    Historical Publication:
    File Type FTP Folder for Publication Publication File Names
    Indices IBOXX_GLOBALSOV\IBOXX_GlobalSov_ZAR\ZAR_EOD_INDICES One-time iboxx_zar_eod_indices_history_yyyy.csv
    Underlyings IBOXX_GLOBALSOV\IBOXX_GlobalSov_ZAR\ZAR_EOD_UNDERLYINGS One-time iboxx_zar_eod_underlyings_history_yyyy.csv
    Components IBOXX_GLOBALSOV\IBOXX_GlobalSov_ZAR\ZAR_EOM_COMPONENTS One-time iboxx_zar_eom_components_history_yyyy.csv
    Xref IBOXX_GLOBALSOV\IBOXX_GlobalSov_ZAR\ZAR_EOM_XREF One-time iboxx_zar_eom_xref_history_yyyy.csv


    If you have any questions, please contact us at indices@ihsmarkit.com.
    iBoxx South Africa Government Index.pdf
    Identifiers details.xlsx
     
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    Jun 01 2023
    Updated List of Private Placements

    S&P Global has identified additional Private Placement issues. Please find the list attached.
    GBP_Private_Placements_20230531.pdf
    EUR_Private_Placements_20230531.pdf
     
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    Jun 01 2023
    Updated list of Retail Bonds

    S&P Global has identified additional Retail Bond issues. Please find the list attached.
    Markit_iBoxx_RetailBonds_20230531.pdf
     
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    May 31 2023
    Restatement of the iBoxx GEMX Indices

    Please be advised that the below daily indices and underlyings files for 30 May 2023 have been restated to include updated pricing for bond ISIN ZAG000041849

    \IBOXX_GEMX\GEMX_EOD_INDICES
    iboxx_gemx_eod_indices_20230530.csv

    \IBOXX_GEMX\GEMX_EOD_UNDERLYINGS
    iboxx_gemx_eod_underlyings_20230530.csv

    \IBOXX_CUSTOM_INDICES\B220301\INDICES
    iboxx_b220301_gemx_eod_indices_20230530.csv

    The newly published files are now available on our SFTP server.

    For more information, please contact us at indices@ihsmarkit.com
     
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