2022
    VIEW LESS

    Feb 10 2022
    Launch of 2022 iBoxx Trepp CMBS vintage sub-indices and retiring of older vintage indices

    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
    2021
    VIEW MORE
    2020
    VIEW MORE
    2019
    VIEW MORE
    2018
    VIEW MORE