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