S&P Dow Jones Indices (S&P DJI) is pleased to announce the launch of the
2024 iBoxx Trepp CMBS vintage sub-indices.
The list of the new iBoxx identifiers can be found below:
| Index Name | Version | ISIN | SEDOL |
| Markit iBoxx Trepp CMBS 2024 | CPi | GB00BRWT1440 | BRWT144 |
| Markit iBoxx Trepp CMBS 2024 | TRi | GB00BRWT1556 | BRWT155 |
| Markit iBoxx Trepp CMBS 2024 Current AAA | CPi | GB00BRWT1B19 | BRWT1B1 |
| Markit iBoxx Trepp CMBS 2024 Current AAA | TRi | GB00BRWT1C26 | BRWT1C2 |
| Markit iBoxx Trepp CMBS 2024 Current AA | CPi | GB00BRWT1887 | BRWT188 |
| Markit iBoxx Trepp CMBS 2024 Current AA | TRi | GB00BRWT1994 | BRWT199 |
| Markit iBoxx Trepp CMBS 2024 Current A | CPi | GB00BRWT1663 | BRWT166 |
| Markit iBoxx Trepp CMBS 2024 Current A | TRi | GB00BRWT1770 | BRWT177 |
| Markit iBoxx Trepp CMBS 2024 Current BBB | CPi | GB00BRWT1D33 | BRWT1D3 |
| Markit iBoxx Trepp CMBS 2024 Current BBB | TRi | GB00BRWT1F56 | BRWT1F5 |
| Markit iBoxx Trepp CMBS 2024 Original AAA | CPi | GB00BRWT1L17 | BRWT1L1 |
| Markit iBoxx Trepp CMBS 2024 Original AAA | TRi | GB00BRWT1M24 | BRWT1M2 |
| Markit iBoxx Trepp CMBS 2024 Original AA | CPi | GB00BRWT1J94 | BRWT1J9 |
| Markit iBoxx Trepp CMBS 2024 Original AA | TRi | GB00BRWT1K00 | BRWT1K0 |
| Markit iBoxx Trepp CMBS 2024 Original A | CPi | GB00BRWT1G63 | BRWT1G6 |
| Markit iBoxx Trepp CMBS 2024 Original A | TRi | GB00BRWT1H70 | BRWT1H7 |
| Markit iBoxx Trepp CMBS 2024 Original BBB | CPi | GB00BRWT1N31 | BRWT1N3 |
| Markit iBoxx Trepp CMBS 2024 Original BBB | TRi | GB00BRWT1P54 | BRWT1P5 |
The new indices will be published on our FTP server in the existing iBoxx USD CMBS folder below and will begin publishing
1 March 2024 with the XREF file being available
29 February 2024. | 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 |
The indices will also be published on the
S&P DJI website.
For more information, please contact us at
indices@ihsmarkit.com