IHS Markit is pleased to announce the launch of the 2022 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 2022 CPI | BNP7WN3 | GB00BNP7WN31 |
Markit iBoxx Trepp CMBS 2022 TRI | BNP7WP5 | GB00BNP7WP54 |
Markit iBoxx Trepp CMBS 2022 Crnt A CPI | BNP7WQ6 | GB00BNP7WQ61 |
Markit iBoxx Trepp CMBS 2022 Crnt A TRI | BNP7WR7 | GB00BNP7WR78 |
Markit iBoxx Trepp CMBS 2022 Crnt AA CPI | BNP7WS8 | GB00BNP7WS85 |
Markit iBoxx Trepp CMBS 2022 Crnt AA TRI | BNP7WT9 | GB00BNP7WT92 |
Markit iBoxx Trepp CMBS 2022 Crnt AAA P | BNP7WV1 | GB00BNP7WV15 |
Markit iBoxx Trepp CMBS 2022 Crnt AAA T | BNP7WW2 | GB00BNP7WW22 |
Markit iBoxx Trepp CMBS 2022 Crnt BBB P | BNP7WX3 | GB00BNP7WX39 |
Markit iBoxx Trepp CMBS 2022 Crnt BBB T | BNP7WY4 | GB00BNP7WY46 |
Markit iBoxx Trepp CMBS 2022 Orgl A CPI | BNP7WZ5 | GB00BNP7WZ52 |
Markit iBoxx Trepp CMBS 2022 Orgl A TRI | BNP7X07 | GB00BNP7X071 |
Markit iBoxx Trepp CMBS 2022 Orgl AA CPI | BNP7X18 | GB00BNP7X188 |
Markit iBoxx Trepp CMBS 2022 Orgl AA TRI | BNP7X29 | GB00BNP7X295 |
Markit iBoxx Trepp CMBS 2022 Ogl AAA CPI | BNP7X30 | GB00BNP7X303 |
Markit iBoxx Trepp CMBS 2022 Ogl AAA TRI | BNP7X41 | GB00BNP7X410 |
Markit iBoxx Trepp CMBS 2022 Ogl BBB CPI | BNP7X52 | GB00BNP7X527 |
Markit iBoxx Trepp CMBS 2022 Ogl BBB TRI | BNP7X63 | GB00BNP7X634 |
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 2022 with the XREF file being available 28 February 2022.
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 2006 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 2006 vintage sub-indices. The indices will also be published on
IHS Markit website. For more information, please contact us at
indices@ihsmarkit.com