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