2024
    VIEW LESS

    Feb 20 2024
    Intraday disruption in RBC US Equity Intraday Momentum Excess Return Index series 1

    Kindly be advised that there will be no publication of the following indices for the date 20 February 2024 as intraday disruption is deemed to have occurred due to no trading price available for reference future during the relevant TWAP window.
    Ticker Index name
    RBCUIM1U RBC US Equity Intraday Momentum Excess Return Index - Series 1

    For more information please contact us at H-IHSM-MK-Index Administration Operations

    Feb 19 2024
    Launch of 2024 iBoxx Trepp CMBS vintage sub-indices

    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

    Feb 18 2024
    Rebalance of the LGIM Core Indices

    Please be informed that IHS Markit Benchmark Administration (IHSM UK) has performed the pro forma rebalance for the LGIM Core indices using the closing prices of 15 February 2024.

    The final rebalance will be performed using closing prices of 22 February 2024.

    Should you have any questions or would like to request rebalance information, please contact us at support@spglobal.com.

    Feb 12 2024
    Restatement of the HSBC Value Architect Index

    Kindly be advised that the below HSBC Value Architect Index have been restated as per table below due to an update in an underlying data input. Please refresh your index levels to ensure that you capture any adjustments observed.

    Ticker Index Name Index Family Date Prior Level Revised Level
    VARCH HSBC Value Architect Excess Return Index HSBC Value Architect Index 20240209 3010.68 3010.67
    VARCH HSBC Value Architect Excess Return Index HSBC Value Architect Index 20240205 2979.75 2979.74


    For more information please contact us as support@spglobal.com

    Feb 07 2024
    Intraday disruption in RBC US Equity Intraday Momentum Excess Return Index series 1

    Kindly be advised that there will be no publication of the following indices for the date 07 February 2024 as intraday disruption is deemed to have occurred due to no trading price available for reference future during the relevant TWAP window.
    Ticker Index name
    RBCUIM1U RBC US Equity Intraday Momentum Excess Return Index - Series 1

    For more information please contact us at H-IHSM-MK-Index Administration Operations

    Feb 06 2024
    List of bond exclusions – iBoxx APAC indices (private placements / retail / accessibility / liquidity)

    Feb 01 2024
    Updated List of Private Placements

    S&P Global has identified additional Private Placement issues. Please find the list attached.

    Feb 01 2024
    Updated List of Retail Bonds

    S&P Global has identified additional Retail Bond issues. Please find the list attached.

    Feb 01 2024
    Updated List of Retail Bonds (iBoxx Asian Indices)

    S&P Global has identified additional Retail bond issues in the Markit iBoxx ABF / Asia indices. Please find the list attached.

    Feb 01 2024
    Updated List of Private Placements (iBoxx Asian Indices)

    S&P Global has identified additional Private Placement issues in the Markit iBoxx ABF / Asia indices. Please find the list attached.

    Jan 31 2024
    Change in iBoxx Restatement and Republication Notification Policy

    S&P Global is updating the policy for posting announcements on the legacy IHS Markit News website - https://www.markit.com/NewsInformation/GetNews/IBoxx

    As of 1 March 2024 notices relating to index restatements and file republications will be provided only by email and will no longer be posted on our News website.

    If you are interested in receiving notices about the iBoxx indices, or wish to have a group email address added to our distribution list, please contact us at indices@ihsmarkit.com, and we can ensure you are added to our mailing lists.

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

    Jan 30 2024
    Rebalance of the Nordea Danish Bond Indices

    Please be informed that IHS Markit Benchmark Administration (IMBA UK) has performed the rebalance for the attached Nordea Danish Bond Indices using the closing prices of 30/01/2024.

    The rebalance will be implemented on 31/01/2024.

    Should you have any questions or would like further information, please contact us at support@spglobal.com.

    Jan 26 2024
    Restatement of the iBoxx USD Liquid Investment Grade & Liquid High Yield Custom Index files

    Please note that the 25 January indices files for iBoxx USD Liquid Investment Grade & Liquid High Yield Custom Indices have been restated. This is to add the missing US61747YEB74 analytics.

    \IBOXX_CUSTOM_INDICES\B210903
    iboxx_b210903_usd_lq_ig_excess_return_eod_indices_20240125.csv
    iboxx_b210903_usd_lq_hy_excess_return_eod_indices_20240125.csv

    \IBOXX_CUSTOM_INDICES\B130801
    iboxx_B130801_usd_lq_ig_Short_eod_underlyings_20240125.csv
    iboxx_B130801_usd_lq_ig_Short_eod_indices_20240125.csv
    iboxx_b130801_usd_eod_indices_fcy_mxn_20240125.csv

    \IBOXX_CUSTOM_INDICES\B160903
    iboxx_B160903_usd_lq_ig_eod_underlyings_20240125.csv
    iboxx_B160903_usd_lq_ig_eod_indices_20240125.csv


    The newly published files are now available on our SFTP server.

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

    Jan 25 2024
    iBoxx MSCI ESG USD Emerging Markets Sovereigns Quality Weighted - Country Selection Weights Update

    S&P Dow Jones Indices (“S&P DJI”) has identified an issue with Country market-value weights for the iBoxx MSCI ESG USD Emerging Markets Sovereigns Quality Weighted Index (ISIN: GB00BL096Y92,Ticker: IBXXESG1) for the quarterly rebalancings from March 2023 onwards.

    S&P DJI has determined that the quarterly process for establishing Country market-value weights was not performed according to the index methodology. A list of the impact and effected countries as of the 30 November 2023 rebalancing is available in the file included below.

    As per the iBoxx Indices Recalculation Policy, the Index Committee will generally not alter the index composition and/or weightings of constituents retroactively, except in limited circumstances. The Index Committee has reviewed the impact and determined that the affected index will not be recalculated. The Country weight calculation and ESG exclusion process will be applied in accordance with the methodology at the next quarterly rebalancing, effective 28 February 2024. The new country weights will be implemented with the next rebalance, effective prior to the open of Friday, 1 March 2024.

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

    Jan 19 2024
    CMBX Series 17 Static Data

    Following are the static data for the upcoming CMBX Series 17 index that will roll on 25 January 2024.

    Index Name CMBX.NA.AAA.17 CMBX.NA.AS.17 CMBX.NA.AA.17 CMBX.NA.A.17 CMBX.NA.BBB-.17 CMBX.NA.BB.17
    Reference Entity CMBX.NA.AAA.17 CMBX.NA.AS.17 CMBX.NA.AA.17 CMBX.NA.A.17 CMBX.NA.BBB-.17 CMBX.NA.BB.17
    Index CMBX-AAA CMBX-AS CMBX-AA CMBX-A CMBX-BBB- CMBX-BB
    Series 17 17 17 17 17 17
    Markit Family CMBX CMBX CMBX CMBX CMBX CMBX
    REDs Num 137BENAQ9 137BETAL7 137BEPAQ4 137BEOAQ7 137BERAQ0 137BEMAP3
    Coupon 50 100 150 200 300 500
    Currency USD USD USD USD USD USD
    Annex Date 1/25/2024 1/25/2024 1/25/2024 1/25/2024 1/25/2024 1/25/2024
    Maturity Date 12/15/2056 12/15/2056 12/15/2056 12/15/2056 12/15/2056 12/15/2056
    Initial Factor 1 1 1 1 1 1
    Effective Date 1/25/2024 1/25/2024 1/25/2024 1/25/2024 1/25/2024 1/25/2024
    Payment First Date 2/26/2024 2/26/2024 2/26/2024 2/26/2024 2/26/2024 2/26/2024
    Frequency 1 Month 1 Month 1 Month 1 Month 1 Month 1 Month
    Short Stub N N N N N N

    Jan 19 2024
    CMBX Series 17 Final Composition

    Following are the finalized deals and bonds to be included in the upcoming CMBX Series 17 index that will roll on 25 January 2024.

    For further information, please contact indices@ihsmarkit.com.

    Jan 18 2024
    Rebalance of the LGIM Core Indices

    Please be informed that IHS Markit Benchmark Administration (IHSM UK) has performed the pro forma rebalance for the LGIM Core indices using the closing prices of 17 January 2024.

    The final rebalance will be performed using closing prices of 24 January 2024.

    Should you have any questions or would like to request rebalance information, please contact us at support@spglobal.com.

    Jan 11 2024
    CMBX Series 17 Proposed List

    Following are the provisional deals and bonds expected for the upcoming CMBX Series 17 index that will roll on 25 January 2024. To note, IHS Markit is consulting with market participants on the suitability of inclusions.

    For further information, please contact indices@ihsmarkit.com.

    Jan 08 2024
    Intraday disruption in RBC US Equity Intraday Momentum Excess Return Index series 1

    Kindly be advised that there will be no publication of the following indices for the date 08 January 2024 as intraday disruption is deemed to have occurred due to no trading price available for reference future during the relevant TWAP window.

    Ticker Index name
    RBCUIM1U RBC US Equity Intraday Momentum Excess Return Index - Series 1

    For more information please contact us at H-IHSM-MK-Index Administration Operations

    Jan 05 2024
    IHS Markit Benchmark Administration Limited Consultation on the European, North American, and Global iBoxx Indices – Results

    Please find enclosed the results of the 2023 iBoxx European & North American Annual Index Review.

    For more information, please contact us at indices@ihsmarkit.com
    View Next 20
    2023
    VIEW MORE
    2022
    VIEW MORE
    2021
    VIEW MORE
    2020
    VIEW MORE
    2019
    VIEW MORE
    2018
    VIEW MORE
    2017
    VIEW MORE
    2016
    VIEW MORE
    2015
    VIEW MORE
    2014
    VIEW MORE
    2013
    VIEW MORE
    2012
    VIEW MORE
    2011
    VIEW MORE
    2010
    VIEW MORE
    2009
    VIEW MORE
    2008
    VIEW MORE
    2007
    VIEW MORE
    2006
    VIEW MORE
    2023
    VIEW MORE
    2018
    VIEW MORE
    2017
    VIEW MORE
    2016
    VIEW MORE
    2015
    VIEW MORE
    2014
    VIEW MORE
    2013
    VIEW MORE
    2012
    VIEW MORE
    2011
    VIEW MORE
    2010
    VIEW MORE
    2009
    VIEW MORE
    2008
    VIEW MORE