2022
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    Jun 29 2022
    CORRECTION: Juneteenth Holiday – iTraxx/CDX Business Days

    Please note the updated June 2022 coupon payment dates for the respective iTraxx/CDX families. Kindly take note of the corrections for iTraxx Asia ex-Japan, iTraxx Australia and iTraxx Japan from the notification published on 10 June 2022.
    Index Family Coupon Payment Date
    CDX.EM 21 June 2022
    CDX.NA.IG / CDX.NA.HY 21 June 2022
    iTraxx Asia ex-Japan 21 June 2022
    iTraxx Australia 21 June 2022
    iTraxx Europe & iTraxx Crossover 20 June 2022
    iTraxx Japan 21 June 2022
    iTraxx MSCI ESG Screened Europe 20 June 2022

    The updated coupon payment dates for iTraxx Asia ex-Japan, iTraxx Australia and iTraxx Japan are consistent with the iTraxx Asia Pacific Standard Terms Supplement, which is available for download from the iTraxx documentation page.

    For more information, please contact us at indices@ihsmarkit.com

    Jun 10 2022
    Juneteenth Holiday: iTraxx/CDX Business Days

    Due to Juneteenth being observed as a federal holiday in the United States on 20 June 2022, we would like to notify market participants of the upcoming coupon payment dates for each of the iTraxx/CDX index families. The June 2022 coupon payment dates for the respective index families are as per below:

    Index Family Coupon Payment Date
    CDX.EM 21 June 2022
    CDX.NA.IG / CDX.NA.HY 21 June 2022
    iTraxx Asia ex-Japan 20 June 2022
    iTraxx Australia 20 June 2022
    iTraxx Europe / iTraxx Crossover 20 June 2022
    iTraxx Japan 20 June 2022
    iTraxx MSCI ESG Screened Europe 20 June 2022

    The iTraxx / CDX 2022 holiday calendar is available for download via this link.


    For more information, please contact us at indices@ihsmarkit.com

    Mar 11 2022
    iTraxx Crossover Series 37 Final List UPDATED

    Kindly note the below update to the iTraxx Crossover Series 37 final list published on 10 March 2022:

    Old Ticker Old Entity Long Name New Ticker New Entity Long Name
    LORCATE LORCA TELECOM BONDCO, S.A.U. KAIXBON KAIXO BONDCO TELECOM, S.A.U.

    For any queries, please email itraxxadvisory@ihsmarkit.com.

    Mar 10 2022
    iTraxx Series 37 Final Lists Publication

    Mar 10 2022
    iTraxx Crossover News Notification

    The iTraxx Crossover Series 37 Final List has now been published. Kindly note the following changes from the iTraxx Crossover Series 37 Provisional List:

    1. VEON HOLDINGS B.V. (VEONHOL)
    For an entity to be eligible for inclusion in iTraxx Crossover, it must be incorporated in one of the EU, EFTA, or UK countries. Though VEONHOL qualifies for inclusion in iTraxx Crossover due its Dutch incorporation, it has substantial revenues linked to non-EU/EFTA/UK countries, mainly Russia. In light of this, IHS Markit has deemed appropriate not to include VEONHOL in the iTraxx Crossover Series 37 Final List, as it could be harmful for the liquidity of the iTraxx Crossover index, the economic intent of which is to represent European corporate credit risk.

    1. UNILABS SUBHOLDING AB (UNILSUB)
    For an entity to be eligible for inclusion in iTraxx Crossover, it must have issued/guaranteed at least EUR 100 million equivalent outstanding in a currency deliverable into a European CDS contract as of the last business day of the month prior to the roll. While UNILSUB currently satisfies this criteria, due to the announced redemption of its debt prior to the roll date, IHS Markit has deemed appropriate not to include UNILSUB in the iTraxx Crossover Series 37 Final List.

    For any queries, please email itraxxadvisory@ihsmarkit.com.

    Mar 02 2022
    iTraxx Series 37 RED Codes

    Index Name Index RED Code
    iTraxx Europe Series 37 Version 1 2I666VDA0
    iTraxx Europe Crossover Series 37 Version 1 2I667KJP4
    iTraxx Europe Non-Financial Series 37 Version 1 2I667NBY7
    iTraxx Europe Senior Financials Series 37 Version 1 2I667DCL6
    iTraxx Europe Sub Financials Series 37 Version 1 2I667ECC4
    iTraxx MSCI ESG Screened Europe Series 37 Version 1 4ABCBNAE3
    iTraxx Asia ex-Japan IG Series 37 Version 1 4ABCAMBH8
    iTraxx Australia Series 37 Version 1 2I668IBK7
    iTraxx Japan Series 37 Version 1 2I668HCI3

    Mar 02 2022
    Timetables for the March 2022 iTraxx Index Roll

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