Mar 26 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 26/03/2024.

    The rebalance will be implemented on 27/03/2024.

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

    Mar 21 2024
    iBoxx Easter 2024 Rebalance Schedule

    Due to the Easter holidays observed in a number of markets falling in the period from 29 March 2024 to 1 April 2024, the cut-off dates for affected products will be adjusted for the market closures in line with index rules. A summary of key dates for products is available in the attached file.

    The calculations for Friday, 29 March 2024 and 31 March 2024 will be using last available closing currency FX rates as of Thursday, 28 March 2024. Pricing for closed markets will be carried forward from the previous business day in accordance with the index rules.

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

    Mar 19 2024
    Markit CDX HY 42 Reference Obligations

    The reference obligations that will be included in the upcoming Markit CDX.NA.HY.42 index are available below. Please note that this list remains provisional until publication of the final annex for the index.

    Mar 19 2024
    Coupons for Markit CDX.HY Indices

    Following are the coupons for all maturities and sub-indices of the Markit CDX.NA.HY indices that will roll on 27 March, 2024.

    Index Fixed Coupon Rate (bps)
    Markit CDX.NA.HY.42 500
    Markit CDX.NA.HY.B.42 500
    Markit CDX.NA.HY.BB.42 500
    Markit CDX.NA.HY.Ex-BB.42 500

    Mar 19 2024
    List of Constituents for Sub-indices of Markit CDX.NA.HY

    Following is the expected composition of the Markit CDX.NA.HY.B.42, Markit CDX.NA.HY.BB.42 and Markit CDX.NA.HY.Ex-BB.42 sub-indices. Please note that these lists remain provisional till publication of the final annexes for the indices.

    Markit CDX.NA.HY.B.42 Markit CDX.NA.HY.BB.42 Markit CDX.NA.HY.Ex-BB.42
    ALLIANT HOLDINGS INTERMEDIATE, LLC AMKOR TECHNOLOGY, INC. ALLIANT HOLDINGS INTERMEDIATE, LLC
    AMERICAN AIRLINES GROUP INC. ANTERO RESOURCES CORPORATION AMERICAN AIRLINES GROUP INC.
    AMERICAN AXLE & MANUFACTURING, INC. ARAMARK SERVICES, INC. AMERICAN AXLE & MANUFACTURING, INC.
    ANYWHERE REAL ESTATE GROUP LLC ASHLAND INC. ANYWHERE REAL ESTATE GROUP LLC
    BEAZER HOMES USA, INC. AVIENT CORPORATION BAUSCH HEALTH COMPANIES INC.
    BOMBARDIER INC. AVIS BUDGET GROUP, INC. BEAZER HOMES USA, INC.
    CAESARS ENTERTAINMENT, INC. BALL CORPORATION BOMBARDIER INC.
    CARNIVAL CORPORATION BATH & BODY WORKS, INC. CAESARS ENTERTAINMENT, INC.
    CLOUD SOFTWARE GROUP, INC. BOYD GAMING CORPORATION CARNIVAL CORPORATION
    CSC HOLDINGS, LLC CALPINE CORPORATION CARVANA CO.
    FRONTIER COMMUNICATIONS HOLDINGS, LLC CCO HOLDINGS, LLC CLEAR CHANNEL OUTDOOR HOLDINGS, INC.
    GFL ENVIRONMENTAL INC. CHESAPEAKE ENERGY CORPORATION CLOUD SOFTWARE GROUP, INC.
    HUB INTERNATIONAL LIMITED CLEVELAND-CLIFFS INC. COMMSCOPE, INC.
    LIBERTY INTERACTIVE LLC DAVITA INC. COMMUNITY HEALTH SYSTEMS, INC.
    LIFEPOINT HEALTH, INC. 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
    MPT OPERATING PARTNERSHIP, L.P. GENWORTH HOLDINGS, INC. GFL ENVIRONMENTAL INC.
    NABORS INDUSTRIES, INC. HILTON DOMESTIC OPERATING COMPANY INC. HUB INTERNATIONAL LIMITED
    NCL CORPORATION LTD. IRON MOUNTAIN INCORPORATED IHEARTCOMMUNICATIONS, INC.
    PACTIV LLC KB HOME K. HOVNANIAN ENTERPRISES, INC.
    PITNEY BOWES INC. KOHL'S CORPORATION LIBERTY INTERACTIVE LLC
    POST HOLDINGS, INC. LAMB WESTON HOLDINGS, INC. LIFEPOINT HEALTH, INC.
    R.R. DONNELLEY & SONS COMPANY LOUISIANA-PACIFIC CORPORATION LUMEN TECHNOLOGIES, INC.
    SABRE HOLDINGS CORPORATION MACY'S, INC. MEDLINE BORROWER, LP
    SERVICE PROPERTIES TRUST MBIA INC. MGM RESORTS INTERNATIONAL
    STAPLES, INC. MURPHY OIL CORPORATION MPT OPERATING PARTNERSHIP, L.P.
    TENET HEALTHCARE CORPORATION NAVIENT CORPORATION NABORS INDUSTRIES, INC.
    THE GOODYEAR TIRE & RUBBER COMPANY NEW ALBERTSONS L.P. NCL CORPORATION LTD.
    THE HERTZ CORPORATION NEWELL BRANDS INC. PACTIV LLC
    TRANSDIGM INC. NORDSTROM, INC. PITNEY BOWES INC.
    UNISYS CORPORATION NOVA CHEMICALS CORPORATION POST HOLDINGS, INC.
    UNITI GROUP INC. NRG ENERGY, INC. R.R. DONNELLEY & SONS COMPANY
    UNIVISION COMMUNICATIONS INC. OLIN CORPORATION SABRE HOLDINGS CORPORATION
    VENTURE GLOBAL LNG, INC. ONEMAIN FINANCE CORPORATION SERVICE PROPERTIES TRUST
    WEATHERFORD INTERNATIONAL LTD. ORGANON & CO. STAPLES, INC.
    PG&E CORPORATION TENET HEALTHCARE CORPORATION
    ROYAL CARIBBEAN CRUISES LTD. THE GOODYEAR TIRE & RUBBER COMPANY
    SAFEWAY INC. THE HERTZ CORPORATION
    SEALED AIR CORPORATION TRANSDIGM INC.
    SIRIUS XM RADIO INC. TRANSOCEAN INC.
    STANDARD BUILDING SOLUTIONS INC. UNISYS CORPORATION
    TEGNA INC. UNITI GROUP INC.
    TEVA PHARMACEUTICAL INDUSTRIES LIMITED UNIVISION COMMUNICATIONS INC.
    THE ADT SECURITY CORPORATION VENTURE GLOBAL LNG, INC.
    THE GAP, INC. WEATHERFORD INTERNATIONAL LTD.
    UBER TECHNOLOGIES, INC.
    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.

    Mar 15 2024
    List of Changes for Markit CDX.NA.HY.42

    Following are the changes expected for the upcoming Markit CDX.NA.HY.42 index that will roll on 27 March 2024. Please note that this list remains provisional until publication of the final annex for the index.

    Removals Additions
    RITE AID CORPORATION HUB INTERNATIONAL LIMITED
    FORD MOTOR COMPANY ALLIANT HOLDINGS INTERMEDIATE, LLC
    MGIC INVESTMENT CORPORATION LIFEPOINT HEALTH, INC.
    HOWMET AEROSPACE INC. CIVITAS RESOURCES, INC.

    Mar 15 2024
    (Updated) List of Changes for Markit CDX.NA.HY.42

    Following is the updated list of changes expected for the upcoming Markit CDX.NA.HY.42 index that will roll on 27 March, 2024. Please note that this list remains provisional until publication of the final annex for the index.

    Removals Additions
    RITE AID CORPORATION HUB INTERNATIONAL LIMITED
    FORD MOTOR COMPANY ALLIANT HOLDINGS INTERMEDIATE, LLC
    MGIC INVESTMENT CORPORATION LIFEPOINT HEALTH, INC.
    HOWMET AEROSPACE INC. CLEAR CHANNEL OUTDOOR HOLDINGS, INC.

    Mar 15 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 14 March 2024.

    The final rebalance will be performed using closing prices of 21 March 2024.

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

    Mar 15 2024
    Markit iBoxx USD Liquid High Yield Index sector weights for the Markit CDX HY Series 42 roll

    The sector weights of the Markit iBoxx USD Liquid High Yield Index, excluding non-US and Canada domiciled names, to be used for the upcoming CDX HY Index roll have been determined to be the following:

    iBoxx Level 5 Sector % weight
    Basic Materials 3.740%
    Consumer Goods 6.331%
    Consumer Services 27.013%
    Financials 12.015%
    Healthcare 8.419%
    Industrials 15.940%
    Energy 12.982%
    Technology 7.590%
    Telecommunications Services 2.137%
    Utilities 3.832%

    Mar 14 2024
    Composition of CDX.NA.IG.HVOL.42

    Following is the expected composition of the Markit CDX.NA.IG.HVOL.42 index that will roll on 20 March, 2024. Please note that this list remains provisional until publication of the final annex for the index.

    Reference Entity Reference Entity
    ALLY FINANCIAL INC. LENNAR CORPORATION
    APACHE CORPORATION LINCOLN NATIONAL CORPORATION
    ARROW ELECTRONICS, INC. M.D.C. HOLDINGS, INC.
    AT&T INC. NEXTERA ENERGY CAPITAL HOLDINGS, INC.
    AVNET, INC. OCCIDENTAL PETROLEUM CORPORATION
    BROADCOM INC. OVINTIV INC.
    CAPITAL ONE FINANCIAL CORPORATION PARAMOUNT GLOBAL
    DEVON ENERGY CORPORATION PULTEGROUP, INC.
    DXC TECHNOLOGY COMPANY RADIAN GROUP INC.
    ENERGY TRANSFER LP SOUTHWEST AIRLINES CO.
    EXPEDIA GROUP, INC. TECK RESOURCES LIMITED
    FORD MOTOR COMPANY THE AES CORPORATION
    FREEPORT-MCMORAN INC. THE BOEING COMPANY
    GENERAL MOTORS COMPANY TOLL BROTHERS, INC.
    HOST HOTELS & RESORTS, L.P. WHIRLPOOL CORPORATION

    Mar 14 2024
    Reference Obligations for Markit CDX.NA.IG.42

    The reference obligations that will be included in the upcoming Markit CDX.NA.IG.42 index are available below. Please note that this list remains provisional until publication of the final annex for the index.

    Mar 14 2024
    Reference Obligations for Markit CDX.EM.41

    The reference obligations that will be included in the upcoming Markit CDX.EM.41 index are available below. Please note that this list remains provisional until publication of the final annex for the index.

    Mar 14 2024
    List of bond exclusions – iBoxx APAC indices (private placements / retail / accessibility / liquidity)

    S&P Global has identified Private Placement / Liquidity / Accessibility / Retail issues. Please find the list attached.

    Mar 13 2024
    Composition of CDX.EM.HY.41

    Following is the expected composition of the Markit CDX.EM.HY.41 index that will roll on 27 March, 2024. Please note that this list remains provisional until publication of the final annex for the index.

    Reference Entity % Weight
    REPUBLIC OF SOUTH AFRICA 18.50%
    REPUBLIC OF TURKEY 18.50%
    FEDERATIVE REPUBLIC OF BRAZIL 18.50%
    REPUBLIC OF COLOMBIA 14.50%
    ARAB REPUBLIC OF EGYPT 4.50%
    KINGDOM OF BAHRAIN 4.50%
    SULTANATE OF OMAN 4.50%
    ARGENTINE REPUBLIC 4.50%
    KINGDOM OF MOROCCO 4.00%
    DOMINICAN REPUBLIC 4.00%
    FEDERAL REPUBLIC OF NIGERIA 4.00%

    Mar 13 2024
    Coupon for Markit CDX.NA.IG Indices

    Following are the coupons for all maturities and sub-indices of the Markit CDX.NA.IG indices that will roll on 20 March, 2024.

    Index Fixed Coupon Rate (bps)
    Markit CDX.NA.IG 100
    Markit CDX.NA.IG.HVOL 100
    CDX.NA.IG.BBB 100
    CDX.NA.IG.CONS 100
    CDX.NA.IG.ENRG 100
    CDX.NA.IG.FIN 100
    CDX.NA.IG.INDU 100
    CDX.NA.IG.TMT 100

    Mar 13 2024
    Coupon for Markit CDX.EM Indices

    Following are the coupons for all maturities and sub-indices of the Markit CDX.EM indices.

    Index Name Fixed Coupon Rate (bps)
    CDX.EM 100
    CDX.EM.IG 100
    CDX.EM.HY 100

    Mar 13 2024
    Composition of CDX.NA.IG.BBB.42

    Following is the expected composition of the Markit CDX.NA.IG.BBB.42 index that will roll on 20 March, 2024. Please note that this list remains provisional until publication of the final annex for the index.

    Reference Entity Reference Entity
    ALLY FINANCIAL INC. INTERNATIONAL PAPER COMPANY
    ALTRIA GROUP, INC. JOHNSON CONTROLS INTERNATIONAL PUBLIC LIMITED COMPANY
    AMERICAN ELECTRIC POWER COMPANY, INC. KINDER MORGAN, INC.
    AMERICAN INTERNATIONAL GROUP, INC. KRAFT HEINZ FOODS COMPANY
    AMGEN INC. LENNAR CORPORATION
    APACHE CORPORATION LINCOLN NATIONAL CORPORATION
    ARROW ELECTRONICS, INC. LOWE'S COMPANIES, INC.
    AT&T INC. M.D.C. HOLDINGS, INC.
    AUTOZONE, INC. MARATHON PETROLEUM CORPORATION
    AVNET, INC. MARRIOTT INTERNATIONAL, INC.
    BARRICK GOLD CORPORATION MCDONALD'S CORPORATION
    BAXTER INTERNATIONAL INC. MCKESSON CORPORATION
    BEST BUY CO., INC. MONDELEZ INTERNATIONAL, INC.
    BLOCK FINANCIAL LLC MOTOROLA SOLUTIONS, INC.
    BORGWARNER INC. NETFLIX, INC.
    BOSTON SCIENTIFIC CORPORATION NEWMONT CORPORATION
    BROADCOM INC. NORFOLK SOUTHERN CORPORATION
    CAMPBELL SOUP COMPANY NORTHROP GRUMMAN CORPORATION
    CANADIAN NATURAL RESOURCES LIMITED OCCIDENTAL PETROLEUM CORPORATION
    CAPITAL ONE FINANCIAL CORPORATION OMNICOM GROUP INC.
    CARDINAL HEALTH, INC. ORACLE CORPORATION
    CONAGRA BRANDS, INC. OVINTIV INC.
    COX COMMUNICATIONS, INC. PACKAGING CORPORATION OF AMERICA
    CSX CORPORATION PARAMOUNT GLOBAL
    CVS HEALTH CORPORATION PULTEGROUP, INC.
    D.R. HORTON, INC. QUEST DIAGNOSTICS INCORPORATED
    DARDEN RESTAURANTS, INC. RADIAN GROUP INC.
    DELL INC. RTX CORPORATION
    DEVON ENERGY CORPORATION RYDER SYSTEM, INC.
    DOMINION ENERGY, INC. SEMPRA
    DXC TECHNOLOGY COMPANY SOUTHWEST AIRLINES CO.
    EASTMAN CHEMICAL COMPANY TECK RESOURCES LIMITED
    ENBRIDGE INC. THE AES CORPORATION
    ENERGY TRANSFER LP THE ALLSTATE CORPORATION
    EXELON CORPORATION THE BOEING COMPANY
    EXPEDIA GROUP, INC. THE DOW CHEMICAL COMPANY
    FEDEX CORPORATION THE KROGER CO.
    FIRSTENERGY CORP. THE SHERWIN-WILLIAMS COMPANY
    FORD MOTOR COMPANY THE SOUTHERN COMPANY
    FREEPORT-MCMORAN INC. THE WILLIAMS COMPANIES, INC.
    GENERAL ELECTRIC COMPANY T-MOBILE USA, INC.
    GENERAL MILLS, INC. TOLL BROTHERS, INC.
    GENERAL MOTORS COMPANY TRANSCANADA PIPELINES LIMITED
    HALLIBURTON COMPANY TYSON FOODS, INC.
    HCA INC. VALERO ENERGY CORPORATION
    HESS CORPORATION VERIZON COMMUNICATIONS INC.
    HOST HOTELS & RESORTS, L.P. WEYERHAEUSER COMPANY
    HP INC. WHIRLPOOL CORPORATION

    Mar 13 2024
    Composition of CDX.EM.IG.41

    Following is the expected composition of the Markit CDX.EM.IG.41 index that will roll on 27 March, 2024. Please note that this list remains provisional until publication of the final annex for the index.

    Reference Entity % Weight
    PEOPLE'S REPUBLIC OF CHINA 17.00%
    UNITED MEXICAN STATES 16.50%
    REPUBLIC OF INDONESIA 15.50%
    REPUBLIC OF CHILE 11.50%
    KINGDOM OF SAUDI ARABIA 9.50%
    REPUBLIC OF THE PHILIPPINES 6.00%
    MALAYSIA 6.00%
    REPUBLIC OF PERU 6.00%
    STATE OF QATAR 4.00%
    REPUBLIC OF PANAMA 4.00%
    ABU DHABI 4.00%

    Mar 13 2024
    List of Changes for Markit CDX.NA.IG.42 Sector Sub-indices

    Following is the impact of the constituent changes on the sector-based sub-indices of CDX.NA.IG.42 that will roll on 20 March 2024. Please note that this list remains provisional until publication of the final annexes for the indices.

    Sub-index name Removals Additions
    CDX.NA.IG.CONS.42-V1 FORD MOTOR COMPANY
    CDX.NA.IG.ENRG.42-V1 CONOCOPHILLIPS
    CDX.NA.IG.FIN.42-V1 CAPITAL ONE, NATIONAL ASSOCIATION CAPITAL ONE FINANCIAL CORPORATION
    CDX.NA.IG.INDU.42-V1 EIDP, INC.
    CDX.NA.IG.TMT.42-V1 BROADCOM INC.

    Mar 13 2024
    Updated List of Changes for Markit CDX.NA.IG.42

    The following is the updated list of changes expected for the upcoming Markit CDX.NA.IG.42 index, which will roll on 20 March 2024. The Administrator determined to exclude MGIC INVESTMENT CORPORATION from the list of entity additions due to its limited debt outstanding and instead include BROADCOM INC., the entity highest on the Cash-Adjusted Liquidity List. Please note that this list remains provisional until the publication of the final annex for the index.


    Additions Removals
    FORD MOTOR COMPANY CONOCOPHILLIPS
    BROADCOM INC. EIDP, INC.
    CAPITAL ONE FINANCIAL CORPORATION CAPITAL ONE, NATIONAL ASSOCIATION
    View Next 20