2019
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    Aug 16 2019
    Restatement of Markit iBoxx Trepp CMBS Indices

    Please be advised that all Markit iBoxx Trepp CMBS files have been restated from 31 March 2019 up to and including 15 August 2019 due to amended reference data.


    /IBOXX_USD_CMBS/INDICES
    iboxx_usd_cmbs_eod_indices_YYYYMMDD.csv

    /IBOXX_USD_CMBS/UNDERLYINGS
    iboxx_usd_cmbs_eod_underlyings_YYYYMMDD.csv

    /IBOXX_USD_CMBS/COMPONENTS
    iboxx_usd_cmbs_eom_components_YYYYMM.csv

    /IBOXX_USD_CMBS/XREF
    iboxx_usd_cmbs_eom_xref_YYYYMM.csv

    /IBOXX_USD_CMBS_LQ/INDICES
    iboxx_usd_cmbs_lq_eod_indices_YYYYMMDD.csv
    iboxx_usd_cmbs_rolling_eod_indices_YYYYMMDD.csv

    /IBOXX_USD_CMBS_LQ/UNDERLYINGS
    iboxx_usd_cmbs_lq_eod_underlyings_YYYYMMDD.csv
    iboxx_usd_cmbs_rolling_eod_underlyings_YYYYMMDD.csv

    /IBOXX_USD_CMBS_LQ/COMPONENTS
    iboxx_usd_cmbs_lq_eom_components_YYYYMM.csv
    iboxx_usd_cmbs_rolling_eom_components_YYYYMM.csv


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

    Feb 25 2019
    Launch of 2015-2019 iBoxx Trepp CMBS vintage sub-indices and retiring of older vintage indices

    IHS Markit is pleased to announce the launch of the 2015-2019 iBoxx Trepp CMBS vintage sub-indices.

    Index identifiers:
    The list of the new iBoxx identifiers can be found within the file below.
    2015-2019 iBoxx Trepp CMBS vintage sub-indices

    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 2019 with the XREF file being available 28 February 2019.
    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 1996-2004 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 older iBoxx Trepp CMBS vintage indices

    The indices will also be published on IHS Markit website.

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

    2018
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