2021
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    Apr 06 2021
    Restatement of the Markit iBoxx USD Liquid High Yield 0-5 Index

    Please be advised that the month end and daily composition for the Markit iBoxx USD Liquid High Yield 0-5 Index have been restated. This is to include 3 bonds (US247361ZJ00, US345397YL15, and US577081BB70) that were incorrectly dropped from the index.

    iboxx_custom_indices\B130801\COMPONENTS
    iboxx_B130801_usd_lq_hy_Short_eom_components_202104.csv
    iboxx_B130801_usd_lq_hy_capped_Short_eom_components_202104.csv

    iboxx_custom_indices\B130801\FORWARDS
    iboxx_B130801_usd_lq_hy_Short_eod_forwards_20210331.csv
    iboxx_B130801_usd_lq_hy_capped_Short_eod_forwards_20210331.csv

    iboxx_custom_indices\B130801\INDICES
    iboxx_B130801_usd_lq_hy_Short_eod_indices_20210401.csv
    iboxx_B130801_usd_lq_hy_Short_eod_indices_20210402.csv
    iboxx_B130801_usd_lq_hy_Short_eod_indices_20210405.csv
    iboxx_B130801_usd_lq_hy_capped_Short_eod_indices_20210401.csv
    iboxx_B130801_usd_lq_hy_capped_Short_eod_indices_20210402.csv
    iboxx_B130801_usd_lq_hy_capped_Short_eod_indices_20210405.csv

    iboxx_custom_indices\B130801\UNDERLYINGS
    iboxx_B130801_usd_lq_hy_Short_eod_underlyings_20210401.csv
    iboxx_B130801_usd_lq_hy_Short_eod_underlyings_20210402.csv
    iboxx_B130801_usd_lq_hy_Short_eod_underlyings_20210405.csv
    iboxx_B130801_usd_lq_hy_capped_Short_eod_underlyings_20210401.csv
    iboxx_B130801_usd_lq_hy_capped_Short_eod_underlyings_20210402.csv
    iboxx_B130801_usd_lq_hy_capped_Short_eod_underlyings_20210405.csv

    The newly published files are now available on our FTP server.
    For more information, please contact us at indices@ihsmarkit.com.

    Apr 01 2021
    Updated List of Private Placements and Retail Bonds (iBoxx Asian Indices)

    IHS Markit has identified additional Private Placement and Retail issues in the Markit iBoxx ABF / Asia indices.

    Please find the list attached. For more information please contact us at indices@ihsmarkit.com

    Apr 01 2021
    Updated List of Private Placements

    IHS Markit has identified additional Private Placement issues. The bonds in question have been added to the attached lists.

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

    Apr 01 2021
    IHS Markit Consultation: Change of index rules for iBoxx AUD IG Subordinated Debt Mid Price Index

    IHS Markit is conducting a consultation regarding a potential change of index rules for iBoxx AUD IG Subordinated Debt Mid Price Index. Clients and other stakeholders are invited to review the consultation and provide feedback on the proposed changes.

    The consultation window will remain open through 21 April 2021, and a final decision will be communicated on 22 April 2021.

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

    Mar 25 2021
    March 2021 Quarterly Forecast for Markit iBoxx ABF Pan-Asia Indices

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

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

    Mar 17 2021
    Announcement: Postponement of consultation on treatment of potentially impacted issuers by the US Sanctions pursuant to Executive Order 13959 within iBoxx indices (EO 13959 – Update 2)

    Please find the announcement regarding the postponement of consultation on treatment of potentially impacted issuers by the US Sanctions pursuant to Executive Order 13959 within iBoxx indices (EO 13959 – Update 2) attached below.

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

    Mar 17 2021
    Upcoming changes to iBoxx Loans and Liquid Loans indices

    As part of ongoing platform modernization work, IHS Markit will be making changes to the publication of the iBoxx Leveraged Loans and iBoxx Liquid Leveraged Loans indices. The following changes will be effective from 1 April 2021:

    Publication time of the daily indices and underlying files will move from 07:30 CET (T+1) to 09:15 CET (T+1).

    Update to standardize the classification schema used in the daily Loans underlying and monthly component files. Please see the attached file for a list of the classification changes (Classification_Changes tab)

    Calculation methodology updates for the following fields (see attached file for details - Calculation Changes and ERL Calculation tabs):

    Expected Remaining Life
    Total Interest Index (constituent level)
    PR Index (constituent level)

    Column header updates - names to remain unchanged, however there are some changes from upper case to proper case and vice versa. The list of affected files and headers are included in the attached file (Indices_Files_Changes tab and Component_Files_Changes tabs). Furthermore, additional analytics fields for the iBoxx Leveraged Loans and Liquid Leveraged Loans indices will be available soon. Please let us know if you would like more information including details on how to subscribe.

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

    Mar 04 2021
    Country naming convention change - iBoxx EUR / GBP indices

    In order to align the naming convention used across all iBoxx indices, the 'Issuer Country' field value currently used in the iBoxx EUR and GBP benchmark files will change for applicable bonds as follows:

    Issuer Country - Current Value Issuer Country - New Value
    USA UNITED STATES


    Affected Files
    Folder Filename
    \IBOXX_EUR\EUR_EOM_COMPONENTS iboxx_eur_eom_components_yyyymm.csv
    \IBOXX_EUR\EUR_EOM_COMPONENTS\PREVIEW iboxx_eur_eom_components_yyyymm.csv
    \IBOXX_EUR\EUR_EOD_FORWARDS iboxx_eur_eod_forwards_yyyymmdd.csv
    \IBOXX_EUR\EUR_EOD_UNDERLYINGS iboxx_eur_eod_underlyings_yyyymmdd.csv
    \IBOXX_GBP\GBP_EOM_COMPONENTS iboxx_gbp_eom_components_yyyymm.csv
    \IBOXX_GBP\GBP_EOM_COMPONENTS\PREVIEW iboxx_gbp_eom_components_yyyymm.csv
    \IBOXX_GBP\GBP_EOD_FORWARDS iboxx_gbp_eod_forwards_yyyymmdd.csv
    \IBOXX_GBP\GBP_EOD_UNDERLYINGS iboxx_gbp_eod_underlyings_yyyymmdd.csv
    \IBOXX_EUR\EUR_LQ_EOD_FORWARDS iboxx_eur_lq_eod_forwards_yyyymmdd.csv
    \IBOXX_EUR\EUR_LQ_EOD_UNDERLYINGS iboxx_eur_lq_eod_underlyings_yyyymmdd.csv
    \IBOXX_EUR\EUR_LQ_EOM_COMPONENTS iboxx_eur_lq_eom_components_yyyymm.csv
    \IBOXX_EUR\EUR_LQ_EOM_COMPONENTS\PREVIEW iboxx_eur_lq_eom_components_yyyymm.csv
    \IBOXX_GBP\GBP_LQ_EOD_UNDERLYINGS iboxx_gbp_lq_eod_underlyings_yyyymmdd.csv
    \IBOXX_GBP\GBP_LQ_EOD_UNDERLYINGS iboxx_gbp_lq_100_eod_underlyings_yyyymmdd.csv
    \IBOXX_GBP\GBP_LQ_EOM_COMPONENTS iboxx_gbp_lq_eom_components_yyyymm.csv
    \IBOXX_GBP\GBP_LQ_EOM_COMPONENTS iboxx_gbp_lq_100_eom_components_yyyymm.csv
    \IBOXX_GBP\GBP_LQ_EOM_COMPONENTS\PREVIEW iboxx_gbp_lq_eom_components_yyyymm.csv
    \IBOXX_GBP\GBP_LQ_EOM_COMPONENTS\PREVIEW iboxx_gbp_lq_100_eom_components_yyyymm.csv

    This change will be visible in the files dated and published from 1 April 2021.

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

    Mar 01 2021
    Updated List of Private Placements

    IHS Markit has identified additional Private Placement issues. The bonds in question have been added to the attached lists.

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

    Feb 26 2021
    Result of the consultation on the methodology update for 6 iBoxx custom indices

    Pursuant to the consultation announced on 12 February 2021, IHS Markit Benchmark Administration Limited (IMBA UK) will implement the proposed changes to the methodology of the following indices:

    iBoxx ADBI High Grade Custom index
    iBoxx USD Australia Investment Grade Custom index
    iBoxx USD Japan Investment Grade Custom index
    iBoxx USD Emerging Markets Non-Sovereigns Investment Grade Custom index
    iBoxx USD Liquid Emerging Markets Sovereigns Investment Grade Custom index
    iBoxx USD Custom Aggregate Index

    Stakeholder feedback was supportive of the proposition outlined in the consultation. The changes will be implemented at the 28 February 2021 month-end rebalancing.

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

    Feb 25 2021
    Updated List of Private Placements (iBoxx Asian Indices)

    IHS Markit has identified additional Private Placement issues in the Markit iBoxx ABF / Asia indices. Please find the list attached.

    Feb 23 2021
    Reminder: Upcoming changes resulting from iBoxx European and North American Annual Index Review 2020

    A number of changes announced in the 2020 iBoxx European and North American annual index review, published on 10 December 2020, will be implemented on 28 February 2021.

    This includes a change in the index end of day price snap time from 3pm New York to 4pm New York for the iBoxx USD indices and other Global indices that contain the iBoxx USD end of day snap prices. This will impact the delivery time of the iBoxx files using the USD 4pm New York snap prices, with files being posted up to 1 hour later than their current publication time.

    The other changes being implemented on 28 February 2021, and also those scheduled for 31 March 2021, are listed in the attached document.
    For more information please contact us at indices@ihsmarkit.com

    Feb 19 2021
    Launch of 2021 iBoxx Trepp CMBS vintage sub-indices and retiring of older vintage indices

    IHS Markit is pleased to announce the launch of the 2021 iBoxx Trepp CMBS vintage sub-indices.


    Index identifiers:


    The list of the new iBoxx identifiers can be found below:

    Index Name SEDOL ISIN
    Markit iBoxx Trepp CMBS 2021 CPI BL09S32 GB00BL09S321
    Markit iBoxx Trepp CMBS 2021 TRI BL09S43 GB00BL09S438
    Markit iBoxx Trepp CMBS 2021 Current A CPI BL09S54 GB00BL09S545
    Markit iBoxx Trepp CMBS 2021 Current A TRI BL09S65 GB00BL09S651
    Markit iBoxx Trepp CMBS 2021 Current AA CPI BL09S76 GB00BL09S768
    Markit iBoxx Trepp CMBS 2021 Current AA TRI BL09S87 GB00BL09S875
    Markit iBoxx Trepp CMBS 2021 Current AAA CPI BL09S98 GB00BL09S982
    Markit iBoxx Trepp CMBS 2021 Current AAA TRI BL09SB0 GB00BL09SB07
    Markit iBoxx Trepp CMBS 2021 Current BBB CPI BL09SC1 GB00BL09SC14
    Markit iBoxx Trepp CMBS 2021 Current BBB TRI BL09SD2 GB00BL09SD21
    Markit iBoxx Trepp CMBS 2021 Original A CPI BL09SF4 GB00BL09SF45
    Markit iBoxx Trepp CMBS 2021 Original A TRI BL09SG5 GB00BL09SG51
    Markit iBoxx Trepp CMBS 2021 Original AA CPI BL09SH6 GB00BL09SH68
    Markit iBoxx Trepp CMBS 2021 Original AA TRI BL09SJ8 GB00BL09SJ82
    Markit iBoxx Trepp CMBS 2021 Original AAA CPI BL09SK9 GB00BL09SK97
    Markit iBoxx Trepp CMBS 2021 Original AAA TRI BL09SL0 GB00BL09SL05
    Markit iBoxx Trepp CMBS 2021 Original BBB CPI BL09SM1 GB00BL09SM12
    Markit iBoxx Trepp CMBS 2021 Original BBB TRI BL09SN2 GB00BL09SN29


    On-going publication:

    The new indices will be published on our FTP server in the existing iBoxx USD CMBS folder below and will begin publishing 1 March 2021 with the XREF file being available 28 February 2021.

    File Type File names Publication FTP folder for publication
    Indices iboxx_usd_cmbs_eod_indices_YYYYMMDD Daily /IBOXX_USD_CMBS/INDICES
    Underlyings iboxx_usd_cmbs_eod_underlyings_YYYYMM Monthly /IBOXX_USD_CMBS/UNDERLYINGS
    Components iboxx_usd_cmbs_eom_components_ YYYYMM Monthly /IBOXX_USD_CMBS/COMPONENTS
    XREF iboxx_usd_cmbs_eom_xref_ YYYYMM Monthly /IBOXX_USD_CMBS/XREF


    Retired Indices:

    IHS Markit will be be discontinuing the calculation and publication of the 2005 iBoxx Trepp CMBS vintage sub-indices due to the lack of any outstanding qualifying CMBS deals. The list of the retired iBoxx identifiers can be found within the file below.
    Retiring of Markit iBoxx Trepp CMBS 2005 vintage sub-indices.


    The indices will also be published on IHS Markit website.

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

    Feb 18 2021
    Republication of the iBoxx EUR Sovereign & Corporates Custom index

    Please be advised that due to a revised index composition for 31 January 2021, the iBoxx EUR Sovereign & Corporates Custom index has been republished in the below files. Note that all underlying files between 1 February 2021 and 17 February 2021 were included in this restatement.

    \IBOXX_CUSTOM_INDICES\B191203\COMPONENTS
    iboxx_b191203_ilb_custom_eom_components_202102.csv

    \IBOXX_CUSTOM_INDICES\B191203\UNDERLYINGS
    iboxx_b191203_ilb_custom_eod_underlyings_YYYYMMDD.csv


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

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

    Feb 17 2021
    Restatement of the iBoxx EUR Sovereign & Corporates Custom index

    Please be advised that due to a revised index composition for 31 January 2021 the iBoxx EUR Sovereign & Corporates Custom index has been restated the below files. Note that all indices and underlyings files between 1 February 2021 and 15 February 2021 were included in this restatement.

    \IBOXX_CUSTOM_INDICES\B191203\COMPONENTS
    iboxx_b191203_eur_eom_components_202102.csv
    iboxx_b191203_ilb_custom_eom_components_202102.csv

    \IBOXX_CUSTOM_INDICES\B191203\INDICES
    iboxx_b191203_ilb_eod_indices_YYYYMMDD.csv
    iboxx_b191203_ilb_custom_eod_indices_YYYYMMDD.csv

    \IBOXX_CUSTOM_INDICES\B191203\UNDERLYINGS
    iboxx_b191203_ilb_eod_underlyings_YYYYMMDD.csv
    iboxx_b191203_ilb_custom_eod_underlyings_YYYYMMDD.csv


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

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

    Feb 17 2021
    Launch Notification - iBoxx EUR European Union indices

    IHS Markit is pleased to announce the launch of the indices listed below:

    • iBoxx EUR European Union
    • iBoxx EUR European Union 1-10
    • iBoxx EUR European Union 10+
    • iBoxx EUR European Union Select

    Index Identifiers:
    Index Name Version ISIN SEDOL
    iBoxx EUR European Union TRi GB00BL09RX51 BL09RX5
    iBoxx EUR European Union CPi GB00BL09RY68 BL09RY6
    iBoxx EUR European Union 1-10 TRi GB00BL09RZ75 BL09RZ7
    iBoxx EUR European Union 1-10 CPi GB00BL09S099 BL09S09
    iBoxx EUR European Union 10+ TRi GB00BL09S107 BL09S10
    iBoxx EUR European Union 10+ CPi GB00BL09S214 BL09S21

    On-going Publication:

    FTP Server - Going forward the indices will be published on a daily basis through the FTP Server as part of the EUR Liquid Benchmark files.
    File Type File Name Publication SFTP folder for publication
    Indices iboxx_eur_eod_indices_yyyymmdd.csv Daily \IBOXX_EUR\EUR_EOD_INDICES
    XREF iboxx_eur_eom_xref_yyyymm.csv Monthly \IBOXX_EUR\EUR_EOM_XREF


    Index Identifiers:
    Index Name Version ISIN SEDOL BBG Ticker RIC
    iBoxx EUR European Union Select TRi GB00BL09HR93 BL09HR9 IBXXES7T .IBXXES7T
    iBoxx EUR European Union Select CPi GB00BL09HS01 BL09HS0 IBXXES7P .IBXXES7P

    On-going Publication:

    FTP Server - Going forward the indices will be published on a daily basis through the FTP Server as part of the EUR Liquid Benchmark files.
    File Type File Name Publication SFTP folder for publication
    Indices iboxx_eur_lq_eod_indices_yyyymmdd.csv Daily \IBOXX_EUR\EUR_LQ_EOD_INDICES
    Underlyings iboxx_eur_lq_eod_underlyings_yyyymmdd.csv Daily \IBOXX_EUR\EUR_LQ_EOD_UNDERLYINGS
    Components iboxx_eur_lq_eom_components_yyyymm.csv Monthly \IBOXX_EUR\EUR_LQ_EOM_COMPONENTS
    XREF iboxx_eur_lq_eom_xref_yyyymm.csv Monthly \IBOXX_EUR\EUR_LQ_EOM_XREF

    Feb 16 2021
    Restatement of the Markit iBoxx USD Emerging Markets Corporates indices

    Please be advised that due to a price update for bond USP94461AE36 - Unifin Financiera SAB de CV SOFOM ENR - 7.375% - 2/2026 the iBoxx USD Emerging Markets Corporates indices have been restated for 12 February 2021.

    /IBOXX_EM_CORP/EM_Corp_USD/Indices
    iboxx_em_usd_corp_eod_Indices_20210212.csv

    /IBOXX_EM_CORP/EM_Corp_USD/Underlyings
    iboxx_em_usd_corp_eod_Underlyings_20210212.csv

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

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

    Feb 12 2021
    IHS Markit Consultation on the methodology update for 6 iBoxx custom indices

    IHS Markit is conducting a consultation regarding a potential methodology update for the following 6 indices, details included in the attachment.

    iBoxx ADBI High Grade Custom index
    iBoxx USD Australia Investment Grade Custom index
    iBoxx USD Japan Investment Grade Custom index
    iBoxx USD Emerging Markets Non-Sovereigns Investment Grade Custom index
    iBoxx USD Liquid Emerging Markets Sovereigns Investment Grade Custom index
    iBoxx USD Custom Aggregate Index

    Clients and other stakeholders are invited to review the consultation and provide feedback on the proposed changes.

    The consultation window will remain open through 25 February 2021, and a final decision will be communicated on 26 February 2021.

    To participate in this consultation please respond to IMBA UK Administration Services at MK-IndexAdminConsultation@ihsmarkit.com.


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

    Feb 11 2021
    New iBoxx sub-sectors for the Electricity sector

    IHS Markit is pleased to announce the roll out of two new sub-sectors under Electricity for 31 March 2021. The new sub-sectors will allow for a more granular classification.

    Industry Supersector Sector Sub-Sector (Current) Sub-Sector (New)
    Utilities Utilities Electricity Electricity Alternative Electricity
    Conventional Electricity

    The change in classification will be reflected in the first previews published in March 2021.

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

    Feb 10 2021
    Result of the consultation on the methodology update for 5 iBoxx custom indices

    Pursuant to the consultation announced on 22 January 2021, IHS Markit Benchmark Administration Limited (IMBA UK) received feedback from stakeholders. IMBA UK will implement the proposed changes to the methodology for 5 iBoxx custom indices with the transitional period starting on 30 June 2021, instead of 31 May 2021.

    As such, the implementation schedule will shift by one month according to the below new schedule (implemented over the 4-month transitional period ending 30 September 2021). Additionally, IMBA UK will be updating the methodology of the original 5 iBoxx custom indices to use mid prices with a transaction cost adjustment on the 30 June 2021 rebalance, instead of 31 May 2021.



    Stakeholder feedback was otherwise supportive of all other proposed changes outlined in the consultation, which will be implemented accordingly.

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