Ticker | Index Name | Index Family | Date | Prior Level | Revised Level |
UISEED | UBS Europe Rolling Discount Index | UBS Covered Call | 20230926 | 445.14 | 445.37 |
UISEEDD | UBS Europe Deep Rolling Discount Index | UBS Covered Call | 20230926 | 225.39 | 225.51 |
UISEEDW | UBS Europe Dynamic Weekly Index | UBS Covered Call | 20230926 | 683.03 | 683.39 |
UISEEDXL | UBS Europe Deep XL Discount Index | UBS Covered Call | 20230926 | 182.45 | 182.55 |
UISEEF | UBS Europe Rolling Flex Index | UBS Covered Call | 20230926 | 476.73 | 476.99 |
UISEES | UBS Europe Rolling Sprint Index | UBS Covered Call | 20230926 | 418.57 | 418.79 |
Ticker | Index Name |
---|---|
M10CDITX | Markit 10Y CDX and iTraxx GBP Hedged TRI |
Index Name |
---|
iBoxx GBP Non-Gilts ex-Financials 1-5 RPI Inflation Hedged |
iBoxx GBP Non-Gilts ex-Financials 5-10 RPI Inflation Hedged |
iBoxx GBP Non-Gilts ex-Financials 10-15 RPI Inflation Hedged |
iBoxx GBP Non-Gilts ex-Financials 15-20 RPI Inflation Hedged |
iBoxx GBP Non-Gilts ex-Financials 20-25 RPI Inflation Hedged |
iBoxx GBP Non-Gilts ex-Financials 25-30 RPI Inflation Hedged |
iBoxx GBP Non-Gilts ex-Financials 30-40 RPI Inflation Hedged |
New Index Name | New RED Code |
---|---|
iTraxx Europe Crossover Series 25 Version 10 | 2I667KKE7 |
iTraxx Europe Crossover Series 26 Version 10 | 2I667KKD9 |
iTraxx Europe Crossover Series 27 Version 10 | 2I667KKP2 |
iTraxx Europe Crossover Series 28 Version 11 | 2I667KKJ6 |
iTraxx Europe Crossover Series 29 Version 12 | 2I667KKF4 |
iTraxx Europe Crossover Series 30 Version 10 | 2I667KKH0 |
iTraxx Europe Crossover Series 31 Version 8 | 2I667KKK3 |
iTraxx Europe Crossover Series 32 Version 6 | 2I667KKN7 |
iTraxx Europe Crossover Series 33 Version 6 | 2I667KKL1 |
iTraxx Europe Crossover Series 34 Version 3 | 2I667KKQ0 |
iTraxx Europe Crossover Series 35 Version 2 | 2I667KKR8 |
iTraxx Europe Crossover Series 36 Version 2 | 2I667KKO5 |
iTraxx Europe Crossover Series 37 Version 2 | 2I667KKM9 |
iTraxx Europe Crossover Series 38 Version 2 | 2I667KKI8 |
iTraxx Europe Crossover Series 39 Version 2 | 2I667KKG2 |
iTraxx Europe HiVol Series 20 Version 2 | 2I667LBE5 |
iTraxx Europe Non-Financial Series 20 Version 2 | 2I667NCD2 |
iTraxx Europe Non-Financial Series 21 Version 2 | 2I667NCE0 |
iTraxx Europe Non-Financial Series 22 Version 2 | 2I667NCB6 |
iTraxx Europe Non-Financial Series 23 Version 2 | 2I667NCC4 |
iTraxx Europe Non-Financial Series 24 Version 2 | 2I667NCF7 |
iTraxx Europe Series 20 Version 2 | 2I666VDG7 |
iTraxx Europe Series 21 Version 2 | 2I666VDH5 |
iTraxx Europe Series 22 Version 3 | 2I666VDD4 |
iTraxx Europe Series 23 Version 3 | 2I666VDE2 |
iTraxx Europe Series 24 Version 3 | 2I666VDF9 |
Index | Quoting Convention |
---|---|
CDX Emerging Markets High Yield Index | Price |
CDX Emerging Markets Investment Grade Index | Price |
CDX Emerging Markets | Price |
Removals | Additions |
---|---|
APACHE CORPORATION | MEDLINE BORROWER LP |
OCCIDENTAL PETROLEUM CORPORATION | VENTURE GLOBAL LNG INC |
NETFLIX, INC. | ORGANON & CO |
SAFEHOLD INC. | CLOUD SOFTWARE GROUP INC |
AVON PRODUCTS, INC. | NCL CORP LTD |
Markit CDX.NA.HY.B.41 | Markit CDX.NA.HY.BB.41 | Markit CDX.NA.HY.Ex-BB.41 |
---|---|---|
AMERICAN AIRLINES GROUP INC. | AMKOR TECHNOLOGY, INC. | AMERICAN AIRLINES GROUP INC. |
AMERICAN AXLE & MANUFACTURING, INC. | ANTERO RESOURCES CORPORATION | AMERICAN AXLE & MANUFACTURING, INC. |
ANYWHERE REAL ESTATE GROUP LLC | ARAMARK SERVICES, INC. | ANYWHERE REAL ESTATE GROUP LLC |
AVIS BUDGET GROUP, INC. | ASHLAND INC. | AVIS BUDGET GROUP, INC. |
BEAZER HOMES USA, INC. | AVIENT CORPORATION | BAUSCH HEALTH COMPANIES INC. |
BOMBARDIER INC. | BALL CORPORATION | BEAZER HOMES USA, INC. |
CAESARS ENTERTAINMENT, INC. | BATH & BODY WORKS, INC. | BOMBARDIER INC. |
CARNIVAL CORPORATION | BOYD GAMING CORPORATION | CAESARS ENTERTAINMENT, INC. |
CLOUD SOFTWARE GROUP INC | CALPINE CORPORATION | CARNIVAL CORPORATION |
CSC HOLDINGS, LLC | CCO HOLDINGS, LLC | CARVANA CO. |
FRONTIER COMMUNICATIONS HOLDINGS, LLC | CHESAPEAKE ENERGY CORPORATION | CLOUD SOFTWARE GROUP INC |
GFL ENVIRONMENTAL INC. | CLEVELAND-CLIFFS INC. | COMMSCOPE, INC. |
IHEARTCOMMUNICATIONS, INC. | DAVITA INC. | COMMUNITY HEALTH SYSTEMS, INC. |
LIBERTY INTERACTIVE LLC | DELTA AIR LINES, INC. | CSC HOLDINGS, LLC |
MEDLINE BORROWER LP | DOMTAR CORPORATION | DISH DBS CORPORATION |
MGM RESORTS INTERNATIONAL | EQM MIDSTREAM PARTNERS, LP | FRONTIER COMMUNICATIONS HOLDINGS, LLC |
NABORS INDUSTRIES, INC. | FORD MOTOR COMPANY | GFL ENVIRONMENTAL INC. |
NCL CORP LTD | GENWORTH HOLDINGS, INC. | IHEARTCOMMUNICATIONS, INC. |
PACTIV LLC | HILTON DOMESTIC OPERATING COMPANY INC. | K. HOVNANIAN ENTERPRISES, INC. |
PITNEY BOWES INC. | HOWMET AEROSPACE INC. | LIBERTY INTERACTIVE LLC |
POST HOLDINGS, INC. | IRON MOUNTAIN INCORPORATED | LUMEN TECHNOLOGIES, INC. |
R.R. DONNELLEY & SONS COMPANY | KB HOME | MEDLINE BORROWER LP |
ROYAL CARIBBEAN CRUISES LTD. | KOHL'S CORPORATION | MGM RESORTS INTERNATIONAL |
SABRE HOLDINGS CORPORATION | LAMB WESTON HOLDINGS, INC. | NABORS INDUSTRIES, INC. |
SERVICE PROPERTIES TRUST | LOUISIANA-PACIFIC CORPORATION | NCL CORP LTD |
STAPLES, INC. | MACY'S, INC. | PACTIV LLC |
TENET HEALTHCARE CORPORATION | MBIA INC. | PITNEY BOWES INC. |
THE HERTZ CORPORATION | MGIC INVESTMENT CORPORATION | POST HOLDINGS, INC. |
TRANSDIGM INC. | MPT OPERATING PARTNERSHIP, L.P. | R.R. DONNELLEY & SONS COMPANY |
UBER TECHNOLOGIES, INC. | MURPHY OIL CORPORATION | RITE AID CORPORATION |
UNISYS CORPORATION | NAVIENT CORPORATION | ROYAL CARIBBEAN CRUISES LTD. |
UNITI GROUP INC. | NEW ALBERTSONS L.P. | SABRE HOLDINGS CORPORATION |
UNIVISION COMMUNICATIONS INC. | NEWELL BRANDS INC. | SERVICE PROPERTIES TRUST |
VENTURE GLOBAL LNG INC | NORDSTROM, INC. | STAPLES, INC. |
WEATHERFORD INTERNATIONAL LTD. | NOVA CHEMICALS CORPORATION | TENET HEALTHCARE CORPORATION |
NRG ENERGY, INC. | THE HERTZ CORPORATION | |
OLIN CORPORATION | TRANSDIGM INC. | |
ONEMAIN FINANCE CORPORATION | TRANSOCEAN INC. | |
ORGANON & CO | UBER TECHNOLOGIES, INC. | |
PG&E CORPORATION | UNISYS CORPORATION | |
SAFEWAY INC. | UNITI GROUP INC. | |
SEALED AIR CORPORATION | UNIVISION COMMUNICATIONS INC. | |
SIRIUS XM RADIO INC. | VENTURE GLOBAL LNG INC | |
STANDARD BUILDING SOLUTIONS INC. | WEATHERFORD INTERNATIONAL LTD. | |
TEGNA INC. | ||
TEVA PHARMACEUTICAL INDUSTRIES LIMITED | ||
THE ADT SECURITY CORPORATION | ||
THE GAP, INC. | ||
THE GOODYEAR TIRE & RUBBER COMPANY | ||
UNITED AIRLINES HOLDINGS, INC. | ||
UNITED RENTALS (NORTH AMERICA), INC. | ||
UNITED STATES STEEL CORPORATION | ||
UNIVERSAL HEALTH SERVICES, INC. | ||
VISTRA OPERATIONS COMPANY LLC | ||
XEROX CORPORATION | ||
YUM! BRANDS, INC. |
Index | Index Roll Date | Tranche Roll Date Offset | Tranche Roll Date |
CDX.NA.IG.41 | 20-Sep-2023 | +4 Bus. Days | 26-Sep-2023 |
CDX.NA.HY.41 | 27-Sep-2023 | +4 Bus. Days | 03-Oct-2023 |
iTraxx Europe S40 | 20-Sep-2023 | +4 Bus. Days | 26-Sep-2023 |
iTraxx Crossover S40 | 20-Sep-2023 | +4 Bus. Days | 26-Sep-2023 |
Removals | Additions |
---|---|
APACHE CORPORATION | MEDLINE BORROWER LP |
OCCIDENTAL PETROLEUM CORPORATION | VENTURE GLOBAL CALCASIEU PASS LLC |
NETFLIX, INC. | ORGANON & CO |
SAFEHOLD INC. | CLOUD SOFTWARE GROUP INC |
AVON PRODUCTS, INC. | HUB INTERNATIONAL LTD |
iBoxx Level 5 Sector | % weight |
---|---|
Basic Materials | 3.498% |
Consumer Goods | 10.067% |
Consumer Services | 28.561% |
Financials | 10.174% |
Healthcare | 8.340% |
Industrials | 14.277% |
Energy | 11.695% |
Technology | 7.506% |
Telecommunications Services | 2.266% |
Utilities | 3.616% |