2021
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    Feb 19 2021
    Launch of 2021 iBoxx Trepp CMBS vintage sub-indices and retiring of older vintage indices

    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
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