2019
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    Aug 20 2019
    Restatement of the UBS G10 FX Carry Index

    Kindly be advised that the below index has been restated for 19 August 2019 due to update in underlying input. Please refresh your index levels to ensure that you capture any adjustments observed.

    Ticker Index Name Index Family New Level Prior Level
    UISFG10T UBS G10 FX Total Carry Index UBS G10 FX Carry 88.2233 88.4694

    For more information please contact us at support@ihsmarkit.com.

    Aug 16 2019
    Restatement of Markit iBoxx Trepp CMBS Indices

    Please be advised that all Markit iBoxx Trepp CMBS files have been restated from 31 March 2019 up to and including 15 August 2019 due to amended reference data.


    /IBOXX_USD_CMBS/INDICES
    iboxx_usd_cmbs_eod_indices_YYYYMMDD.csv

    /IBOXX_USD_CMBS/UNDERLYINGS
    iboxx_usd_cmbs_eod_underlyings_YYYYMMDD.csv

    /IBOXX_USD_CMBS/COMPONENTS
    iboxx_usd_cmbs_eom_components_YYYYMM.csv

    /IBOXX_USD_CMBS/XREF
    iboxx_usd_cmbs_eom_xref_YYYYMM.csv

    /IBOXX_USD_CMBS_LQ/INDICES
    iboxx_usd_cmbs_lq_eod_indices_YYYYMMDD.csv
    iboxx_usd_cmbs_rolling_eod_indices_YYYYMMDD.csv

    /IBOXX_USD_CMBS_LQ/UNDERLYINGS
    iboxx_usd_cmbs_lq_eod_underlyings_YYYYMMDD.csv
    iboxx_usd_cmbs_rolling_eod_underlyings_YYYYMMDD.csv

    /IBOXX_USD_CMBS_LQ/COMPONENTS
    iboxx_usd_cmbs_lq_eom_components_YYYYMM.csv
    iboxx_usd_cmbs_rolling_eom_components_YYYYMM.csv


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

    Aug 16 2019
    Implementation timeline: Methodology change for the UBS Global Quality Dividend Payers T6 Index ER USD (ticker: MBCIGQ6U)

    At the end of the three-week consultation regarding a potential methodology change for the UBS Global Quality Dividend Payers T6 Index ER USD (ticker: MBCIGQ6U), please be informed that IHS Markit Benchmark Administration Limited will implement the proposed changes on a going-forward basis only, with effect from 21 August 2019.

    Should you have any questions, please contact us at support@ihsmarkit.com.

    Aug 15 2019
    Rebalance of the AQR-UBS Style Premia Global Equity Indices

    Please be advised that IHS Markit Benchmark Administration Limited (“IHSMBAL”) is implementing the rebalance of the below AQR-UBS Style Premia Global Equity Indices based on the weight determination provided by AQR Capital Management L.L.C.

    INDEX TICKER INDEX NAME
    UISEAGLT AQR-UBS Style Premia Global Equity Index Long Only Total Return (USD)
    UISEAGLE AQR-UBS Style Premia Global Equity Index Long Only Excess Return (USD)
    UISEAGHE AQR-UBS Style Premia Global Equity Index Benchmark-hedged Excess Return (USD)

    The rebalance will be implemented over three relevant trading days on 16 August 2019, 19 August 2019 and 20 August 2019.

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

    Aug 14 2019
    Announcement of CDX.EM Rule Changes

    IHS Markit will implement changes to the CDX Emerging Markets Index rules, to be applied starting with CDX Emerging Markets Series 32 in September 2019.

    The key changes include the following:

    1) The index to be composed of eighteen (18) sovereign reference entities, increased from fifteen (15) previously.
    2) A reference entity will remain in the Index as long as its CDS volumes place it within the top 20 names in the list of Eligible Reference Entities, decreased from 25 previously.
    3) Constituent weights to be subject to a minimum weight of 2%.
    4) Constituent weights to be subject to a maximum weight of 12%.

    For more information please email cdxadvisory@ihsmarkit.com.

    Aug 14 2019
    Restatement of the UBS Global Quality Dividend, Delta Hedge, Emerging Markets, RADA, MAP and Covered Call Indices

    Kindly be advised that the below indices have been restated for 12 August 2019 due to updates in underlying input prices from NYSE stemming from a technical issue at NYSE. Please refresh your index levels to ensure that you capture any adjustments observed.

    Ticker Index Name Index Family New Level Prior Level
    MBCIGQ6U UBS Global Quality Dividend Payers T6 Index ER USD UBS Global Quality Dividend 193.26 193.23
    MBCIGQDC UBS Global Quality Dividend Payers Net Total Return (CHF) UBS Global Quality Dividend 277.25 277.13
    MBCIGQDP UBS Global Quality Dividend Payers Net Total Return (EUR) UBS Global Quality Dividend 410.08 409.9
    MBCIGQDU UBS Global Quality Dividend Payers Net Total Return (USD) UBS Global Quality Dividend 346.7 346.55
    MBCIGQEU UBS Global Quality Dividend Payers Net Excess Return (USD) UBS Global Quality Dividend 258.1 257.99
    MBCIGSEU UBS Global Quality Dividend Payers Net Excess Return Long Short (USD) UBS Global Quality Dividend 161.39 161.32
    MBCIDUSE UBS Delta Hedged Strangle US Index ER (Excess Return) UBS Delta Hedge 259.88 259.93
    MLTAEMMA UBS Emerging Market Momentum Alpha Index UBS Emerging Markets 210.27 210.28
    MLTARASE UBS RADA US Index Net Total Return UBS RADA 766.86 766.69
    MLTARASP UBS RADA US Index - Net Total Return UBS RADA 880.35 880.14
    MLTARASX UBS RADA US Index - Excess Return UBS RADA 520.14 520.02
    MLTARLUT UBS RADA US Long Strategy Index Total Return UBS RADA 731.29 731.12
    MLTAUMAP UBS Multi Asset Portfolio T5 Total Return USD Index UBS MAP 271.9 271.89
    UISEAD UBS US Rolling Discount Index UBS Covered Call 418.11 418.02

    For more information please contact us at support@ihsmarkit.com.

    Aug 13 2019
    Restatement of the Aberdeen Standard Investments Indices

    Kindly be advised that the indices in the attached excel file have been restated for 12 August 2019 due to updates in underlying input prices from NYSE stemming from a technical issue at NYSE. Please refresh your index levels to ensure that you capture any adjustments observed.

    For more information please contact us at support@ihsmarkit.com.

    Aug 13 2019
    Restatement of Markit iBoxx ADBI/AHBI and USD Asia files

    Please be advised that the below daily files for 12 August 2019 have been restated due to stale prices received for the underlying bonds.

    The files for today, 13 August 2019, were not impacted and all files that are currently on our FTP are the most recent.

    /IBOXX_ADBI/INDICES
    iBoxx_adbi_usd_fe_eod_indices_20190812.csv


    /IBOXX_ADBI/UNDERLYINGS
    iBoxx_adbi_usd_fe_eod_underlyings_20190812.csv
    iBoxx_ahbi_usd_fe_eod_underlyings_20190812.csv


    /IBOXX_USD_ASIA/USD_ASIA_INDICES
    iboxx_usd_asia_fe_eod_indices_20190812.csv


    /IBOXX_USD_ASIA/USD_ASIA_UNDERLYINGS
    iboxx_usd_asia_fe_eod_underlyings_20190812.csv


    /IBOXX_USD_ASIA/USD_LQ_ASIA_INDICES
    iboxx_usd_lq_asia_fe_eod_indices_20190812.csv


    /IBOXX_USD_ASIA/USD_LQ_ASIA_UNDERLYINGS
    iboxx_usd_lq_asia_fe_eod_underlyings_20190812.csv

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

    Aug 13 2019
    Restatement of the HSBC Dynamic 5 Indices

    Kindly be advised that the below indices have been restated for 12 August 2019 due to updates in underlying input prices from NYSE stemming from a technical issue at NYSE. Please refresh your index levels to ensure that you capture any adjustments observed.

    Ticker Index Name Index Family New Level Prior Level
    HSIED5UE HSBC Dynamic 5 ETF Excess Return Index HSBC DYNAMIC 5 151.4582 151.4473
    HSIED5UT HSBC Dynamic 5 ETF Total Return Index HSBC DYNAMIC 5 162.1301 162.1185


    For more information please contact us at support@ihsmarkit.com.

    Aug 09 2019
    Restatement of iBoxx USD Indices

    All daily indices and underlyings files in the below export folders have been restated for 8 August 2019 due to stale prices received for the underlying bonds that comprise the index.

    The updated files were published on 9 August 2019 and are now available on our FTP server under:
    \IBOXX_ADBI
    \IBOXX_COCO\IBOXX_COCO_USD
    \IBOXX_EM
    \IBOXX_GLOBALHY
    \IBOXX_EM_CORP\EM_Corp_USD
    \IBOXX_INFRASTRUCTURE\IBOXX_INFRASTRUCTURE_USD
    \IBOXX_INFRASTRUCTURE\IBOXX_INFRASTRUCTURE_USD_HY
    \IBOXX_USD
    \IBOXX_USD_ASIA
    \IBOXX_USD_BELT_ROAD
    \IBOXX_USD_FRN
    \IBOXX_USD_HY
    \IBOXX_USD_LQ\IBOXX_USD_LHY
    \IBOXX_USD_LQ\IBOXX_USD_LIG
    \IBOXX_USD_LQ\IBOXX_USD_TOP30
    \IBOXX_USD_MM

    For more information, please contact us atindices@ihsmarkit.com.

    Aug 08 2019
    Termination of the HSBC GEM Optimised index family

    Please be advised that IHS Markit Benchmark Administration Limited (“IHSMBAL”) intends to cease administration and calculation of the below HSBC GEM Optimised index family (the “Indices”) on Friday, 30 August 2019 (last calculation date).

    Customer Family Index Name Asset Class Bloomberg Index Code
    HSBC GEM OPTIMISED HSBC Optimised GEM Total Return Index Equity HSIXGEMT
    HSBC GEM OPTIMISED HSBC Optimised GEM Price Return Index Equity HSIXGEMP

    IHSMBAL hereby gives a three-week notice of its intention to cease administration/calculation of the Indices and invites stakeholders to raise objections or other comments as soon as possible (and in any case by Thursday
    , 29 August 2019) via email to MK-IndexAdminConsultation@ihsmarkit.com.

    For more information please contact us at support@ihsmarkit.com.

    Aug 06 2019
    New iTraxx Europe Crossover Index Versions Published: Failure to Pay Credit Event with respect to STEINHOFF EUROPE AG (Ticker: STEIEUR, RED code: AIC6AN)

    Following the confirmation of a Failure to Pay Credit Event with respect to STEINHOFF EUROPE AG, new versions of all affected Markit iTraxx Europe Crossover indices have been issued with an annex date of 22nd July 2019. Below are the new index versions along with their corresponding RED Index Codes:


    New Index Name New Index RED Code
    iTraxx Europe Crossover Series 29 Version 4 2I667KGT9

    Aug 06 2019
    New iTraxx Europe Crossover Index Versions Published: Failure to Pay Credit Event with respect to Galapagos Holding S.A. (Ticker: GALAPHO, RED Code: LP533U)

    Following the confirmation of a Failure to Pay Credit Event with respect to Galapagos Holding S.A., new versions of all affected Markit iTraxx Europe Crossover indices have been issued with an annex date of 22nd July 2019. Below are the new index versions along with their corresponding RED Index Codes.


    New Index Name New Index RED Code
    iTraxx Europe Crossover Series 22 Version 8 2I667KGZ5
    iTraxx Europe Crossover Series 23 Version 8 2I667KGW2
    iTraxx Europe Crossover Series 24 Version 7 2I667KGX0
    iTraxx Europe Crossover Series 25 Version 4 2I667KHB7
    iTraxx Europe Crossover Series 26 Version 4 2I667KHA9
    iTraxx Europe Crossover Series 27 Version 4 2I667KGY8
    iTraxx Europe Crossover Series 28 Version 4 2I667KGV4
    iTraxx Europe Crossover Series 29 Version 3 2I667KFZ6
    iTraxx Europe Crossover Series 30 Version 3 2I667KGU6

    Aug 06 2019
    Announcement of CDX.EM Rule Changes

    IHS Markit will implement changes to the CDX Emerging Markets Index rules, to be applied starting with CDX Emerging Markets Series 32 in September 2019.
    The key changes include the following:

    1) The index to be composed of eighteen (18) sovereign reference entities, increased from fifteen (15) previously.
    2) A reference entity will remain in the Index as long as its CDS volumes place it within the top 20 names in the list of Eligible Reference Entities, decreased from 25 previously.

    IHS Markit is currently consulting with the CDX EM Index Advisory Committee members regarding potential changes to the entity weighting process.

    For more information please email cdxadvisory@ihsmarkit.com.

    Aug 05 2019
    iTraxx Europe Rule Announcement

    Following the close of the feedback window on 30th June 2019, IHS Markit has decided to amend the iTraxx Europe Index (the Index) rules as previously proposed.

    The rule change will allow Index sector limits to deviate by a maximum of 20% from the previous sector limit. The aim is to prioritize underlying constituent liquidity. For most sectors, the Minimum Sector Constituent Count must be achieved, and the Maximum Sector Constituent Count cannot be exceeded. The Financials sector will remain fixed at 30 constituents. Below are the new constituent limits for each sector in the Index.


    Sectors Fixed Sector Count (Prior to Rule Change) Minimum Sector Constituent Count (Post Rule Change) Maximum Sector Constituent Count (Post Rule Change)
    Autos & Industrials 30 24 36
    Consumers 25 20 30
    Energy 20 16 24
    Financials 30 30 30
    TMT 20 16 24

    The updated rulebook for iTraxx Europe is now available on the iTraxx webpage and will be applicable for the September 2019 index roll.

    In case of any queries, please contact itraxxadvisory@ihsmarkit.com.

    Aug 05 2019
    iTraxx Asia ex-Japan Rule Announcement

    Following the close of the feedback window on 25th July 2019, IHS Markit has decided to amend the iTraxx Asia ex-Japan Index (the Index) rules in line with the proposal detailed on 18th July 2019. The revised Index rules aim to gradually align the Index with the overall Asia ex-Japan IG USD bond market, in terms of market and sector weightings. The alignment process is expected to continue over subsequent index rolls until the Index is closely aligned with the Asia ex-Japan IG USD bond market.

    As per the usual index roll process, ahead of the September 2019 roll, the iTraxx Asia ex-Japan Series 32 Provisional List will be published.

    The updated rulebook for iTraxx Asia ex-Japan index is now available on the iTraxx webpage and will be applicable for the September 2019 index roll.

    In case of any queries, kindly contact itraxxadvisory@ihsmarkit.com.

    Aug 05 2019
    Rebalance of the HSBC Optimised GEM index

    The HSBC Optimised GEM index family will be rebalanced after the close of 7th August, 2019 based on the determination date of 31st July, 2019:

    INDEX TICKER INDEX NAME
    HSIXGEMP HSBC Optimised GEM Price Return Index
    HSIXGEMT HSBC Optimised GEM Total Return Index

    For more information please contact us at support@ihsmarkit.com.

    Aug 01 2019
    Updated List of Private Placements

    IHS Markit has identified additional Private Placement issues. The bonds have been added to the attached lists.

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

    Aug 01 2019
    Updated List of Private Placements (iBoxx Asian Indices)

    IHS Markit has identified additional Private Placement issues in the Markit iBoxx ABF / Asia indices. Please find the list attached.

    Jul 29 2019
    CDX.NA.HY Total & Excess Return Index Levels Restated

    The following indices have been restated. The revised index levels are as below:


    Ticker Index Name 25/07/2019 26/07/2019
    ERINCDHY Markit CDX.NA.HY 5Y Excess Return Index 163.239988957604 163.447323560861
    CDXTHL13 Markit CDX.NA.HY 3Y Long Total Return Index 135.841460895175 135.962960613675
    CDXTHS13 Markit CDX.NA.HY 3Y Short Total Return Index 48.602198053550 48.565207425868
    CDXTHL15 Markit CDX.NA.HY 5Y Long Total Return Index 182.554608956313 182.797629966675
    CDXTHS15 Markit CDX.NA.HY 5Y Short Total Return Index 45.513286944536 45.458767019448
    CDXTHL25 Markit CDX.NA.HY 5Y Long 2x Daily Total Return Index 275.475610746067 276.190684993861
    CDXTHS25 Markit CDX.NA.HY 5Y Short 2x Daily Total Return Index 17.124853940923 17.082684891042
    ERINCLHY Markit CDX.NA.HY 5Y Long Excess Return Index with DRC 161.052522263957 161.256771684573
    ERINSDHY Markit CDX.NA.HY 5Y Short Excess Return Index with DRC 39.800371297395 39.749744167141
    CDXTHLM5 Markit CDX.NA.HY 5Y Long Mid Total Return Index 218.682077057698 218.973191807517
    CDXTHSM5 Markit CDX.NA.HY 5Y Short Mid Total Return Index 48.560352262523 48.502182287438
    MBCDXHY5 Markit CDX.NA.HY 5Y Beta Excess Return Index 1897.132792272970 1909.807564294890
    CH5LERD5 Markit CDX.NA.HY 5Y Long Excess Return with DRC 5-Day Rollover 176.893486016848 177.117825204597
    CH5SERD5 Markit CDX.NA.HY 5Y Short Excess Return with DRC 5-Day Rollover 43.995542241843 43.939578742632
    CH5LMER5 Markit CDX.NA.HY 5Y Long Mid Excess Return 5-Day Rollover 192.694584727110 192.938258007242
    CH5SMER5 Markit CDX.NA.HY 5Y Short Mid Excess Return 5-Day Rollover 48.065903814705 48.005121741034
    CH5LLED5 CDX.NA.HY 5Y Long Excess Return with DRC 5-Day Rollover (London Snap) 173.980224282348 174.090461522907
    CH5LSED5 CDX.NA.HY 5Y Short Excess Return with DRC 5-Day Rollover (London Snap) 48.349087656097 48.318360694689
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    Mar 08 2019
    Restatement of EMIX Indices (Global Resources, Small + Large Cap and World families)

    8 March 2019

    In accordance with the IHS Markit Restatement Policy, please be advised that the EMIX Global Mining 100, EMIX Global Mining Constrained Weights, EMIX Global Mining and Energy, EMIX Global Mining Gold and Energy, EMIX Global Mining, EMIX Smaller Asia Pacific ex Japan and India Sub Continent, EMIX Smaller Australia and New Zealand, EMIX Smaller Pacific and EMIX World Smaller Companies index families have been restated for 7 March 2019 due to a correction in the implementation of Iluka Resources LTD (SEDOL: 6957575) dividend with ex-date 7 March 2019.

    In addition, please note that the EMIX Australia and New Zealand, EMIX Global Mining 100, EMIX Global Mining 50, EMIX Global Mining Constrained Weights, EMIX Global Mining and Energy, EMIX Global Mining Gold and Energy, EMIX Global Mining, EMIX World index families have been restated for 7 March 2019 due to a correction in the implementation of South32 LTD (SEDOL: BWSW5D9) dividend with ex-date 7 March 2019.

    The revised historical levels have been republished to the FTP.

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