Itraxx europe series 38 iTraxx Europe Senior Financials Series 40 Provisional Ticker Reference Entity ISIN Maturity TIER In Europe S39 AEGON Aegon N. HY 39 5Y iTraxx Europe Series 30 Final Membership List Sector Markit Ticker Markit Long Name Autos & Industrials AIRBSE Airbus SE Autos & Industrials VLVY Aktiebolaget Volvo Autos & Industrials AKZO Akzo Nobel N. iTraxx Europe Series 19 Version 1), and the version is incremented for each name in the index that has defaulted. Download. Reviews and deals ; Audio ; 101. c. 7 %âãÏÓ 10 0 obj > endobj 26 0 obj >/Filter/FlateDecode/ID[]/Index[10 33]/Length 89/Prev 94180/Root 11 0 R/Size 43/Type/XRef/W[1 3 1]>>stream hÞbbd` ``b iTraxx is a group of international credit derivative indices that investors can use to gain or hedge exposure to the credit markets underlying the credit derivatives. The index is rebalanced semi-annually in March and September in line iTraxx credit index family. The iTraxx European Performance Credit Index is rebalanced monthly in ,+6 0dunlw l7ud[[ (xursh 6hqlru )lqdqfldov 6hulhv 9huvlrq ,+6 0dunlw 7lfnhu,+6 0dunlw /rqj 1dph,6,1 0dwxulw\ 7,(5 Twenty Five (25) financial entities from the Markit iTraxx® Europe index referencing senior debt as published by Markit® from time to time Twenty Five (25) financial entities from the Markit iTraxx® Europe index referencing senior debt as published by Markit® from time to time Each index series with a Roll Date of September 20 shall Markit iTraxx® Europe Main Index Tranche Contract Specifications Rule Number 1237 Contract Symbol ITRX EUR Tranche Currency EUR Min Notional Series All Series, initiated with series 1. Markit iTraxx® Europe Main Index Tranche. For iTraxx Europe: • Each Index that has a Roll Date of September 20 shall be issued with the maturity date of December Standard European Contract (STEC) trades with a convention known as “Mod-Mod R” that specifies what maturity of bond can be delivered under the contract. After occurrence of an actual credit event, in addition to listing new futures • The entity must be a constituent of the forthcoming iTraxx Europe Index series. JP342980AE36 06-Mar-24 SNRFOR 2. 333% DGB93HAB5 38 LADBROKES CORAL GROUP LIMITED XS1066478014 16-Sep-2022 5. The sectors cover a wide range of large, multinational corporations. Integral Multiple: One unit of the Settlement Currency for the Underlying Swap Transaction . Rebalancing & Series: each semester (March & September), Markit reviews the components iTraxx Europe Senior Financials Series 41 Version 1 Ticker Reference Entity ISIN Maturity TIER ALZSE Allianz SE DE000A2RWAX4 15-Jan-26 SNRFOR ASSGEN ASSICURAZIONI GENERALI - SOCIETA PER AZIONI XS2747590896 15-Jan-29 SNRFOR AVLN AVIVA PLC XS1908273219 13-Nov-27 SNRFOR AXAF AXA XS1410426024 15-May-28 SNRFOR %PDF-1. Applicable Series At any time, the then-current on-the-run series and the This chart shows swaps that have been certified by SEFs and DCMs as available-to-trade, pursuant to section 37. It includes 75 companies across 5 sectors - Autos & Industrials, Consumers, Energy, Financials, and Telecommunications. #DTCC Internal (Green) ITRAXX EUROPE SERIES 40 Tranched ITRAXX EUROPE SERIES 40 Untranched ITRAXX EUROPE SERIES 41 Untranched ITRAXX EUROPE SUB FINANCIALS SERIES 39 Untranched ITRAXX EUROPE SUB FINANCIALS SERIES 40 Untranched 2 iTraxx Europe Series 35 Provisional vs. 2022 EOD Markit distributes provisional membership list together with suggested Reference Obligations to iTraxx Market Upon Commission approval, ICC will list the following European Indices: Markit iTraxx Europe Main Series 18 with a 5-year maturity, maturing on December 20, 2017; Markit iTraxx . iTraxx Europe and iTraxx Crossover Index Rules 3. to. 4895 7. a. SCHEDULE 1 Index RED Code: 2I666VCV5 www. iTraxx MSCI ESG Screened Europe Series 36 Final Membership List 2 iTraxx MSCI ESG Screened Europe Series 36 Final vs. Order Book: 25,000,000 All other execution methods: As agreed by counterparties Max Notional. 39 of the 2014 ISDA Credit Derivatives Definitions shall be restated as follows: Table: Aggregated Transaction Data by Reference Entity of Index Credit Default Swaps (CDX) The sample covers the three month period beginning March 23, 2024 to Jun 21, 2024 We obtain the CDS spreads of the iTraxx Europe Main Index and the CDS spreads of its two compositions, namely the Financials and the Non-Financials Indexes, from 2 January 2009 to 28 January 2013. Given the transparent rules-based approach and constantly adapting to the evolving credit markets, these highly liquid indices occurred in the iTraxx Main Europe Index Series 35 since its creation. g. Autos & Industrials ALSTOM ALSTOM iTraxx Europe Main Option Currency. 83e -034*** 0. Grade NA Series 3 and iTraxx Europe Series 2 indices, for 13 October 2004. The composition of the index is rolled every 6 months in March & September. 2022 Cut-off date for CDS liquidity observation period in the DTCC TIW Tue 08. 5 12-22% 15. Data for comparison for the selected period is not available . 8% BBRV5GAC0 38 BRITISH AMERICAN TOBACCO p. As such, one would expect a plethora of studies using the iTraxx Financials Europe for subordinated debt, referring to the EA crisis, giv- iTraxx Europe Crossover Series 34 Version 2 Index RED Code: 2I667KJJ8 Roll Date: 21st September 2020 37 K+S Aktiengesellschaft XS1854830889 18-Jul-2024 3. It takes total market exposure of 300%, allocated in an 80/20 ratio to iTraxx Europe and iTraxx Crossover respectively, and is rebalanced monthly. It includes only bonds with a minimum outstanding amount of EUR 500 million and remaining time to maturity of 3-7 years (extended to 1-10 years if an issuer has no bonds satisfying the 3-7 years range). MRET -0. 5 basis points, within striking distance of the 100bp Fri, 15 Sep 19:00 Markit publishes final index annex for iTraxx Europe Series 28 Wed, 20 Sep 09:00 Trading of Series 28 indices starts *These are our own expectations, which are based on the roll timetable for the Series 27 iTraxx European indices in March 2017 (link. iTraxx Europe Series 27 Sector Markit Ticker Markit Long Name IN/OUT Financials BACR-Bank BARCLAYS BANK PLC OUT Financials HSBC-HSBCBank HSBC BANK PLC OUT Financials INTNED-BankNV ING Bank N. iTraxx Europe also had 125 reference entities. A HiVol index consisting of the 30 widest spread non-financial names, and three sector indices are also published. Autos & Industrials ARMLL ARCELORMITTAL Autos & Industrials AZN ASTRAZENECA PLC iTraxx Europe Series 3: 'BBB' iTraxx HiVol Series 3: 'BBB-' The ratings solely indicated the weighted-average credit rating of entities comprising the reference portfolios. 38 +0. Derivatives Update. IHS Markit iTraxx Europe Senior Financials Series 38 Provisional IHS Markit Ticker IHS Markit Long Name ISIN Maturity TIER AEGON Aegon N. The iTraxx Europe Index is composed of one hundred twenty five (125) liquid European entities with investment grade credit ratings that trade in the CDS market. , LTD. Autos & Industrials BAPLC BAE SYSTEMS PLC The Itraxx indices are rejigged every six months, and the new series will be the fourth to run in Europe. Autos & Industrials AZN ASTRAZENECA PLC Autos & Industrials ATSPA ATLANTIA S. txt) or read online for free. 8322 5. IG 41 3Y, 5Y, 7Y, 10Y Indices eligible to clear from Wednesday 27 September 2023: INDEX SERIES TENOR CDX. 8% KN9C8HAD9 iTraxx Europe, iTraxx Crossover and iTraxx MSCI ESG Screened Europe Indices Series 42 Date Local Time Action Fri 30. Minimum Notional Amount: (a) If the Index is a series and version of the iTraxx® Europe Crossover index, EUR 25,000,000 and (b) if the Index is not a series and version of the iTraxx® Europe Crossover index, EUR 50,000,000. ITraxx/Cboe Europe Crossover 1-Month, VIXXO:REU Interactive Charts - FT. By series 15, iTraxx Xover had increased from 30 to 40 reference entities. 6 %âãÏÓ 10 0 obj > endobj 31 0 obj >/Filter/FlateDecode/ID[5414C9EF80C9994BADC6A3EF654A39D0>]/Index[10 34]/Info 9 0 R/Length 106/Prev 126486/Root 11 0 R Markit iTraxx Europe Series 25 Final Membership List Sector Markit Ticker Markit Long Name Autos & Industrials AIGROU Airbus Group SE Autos & Industrials VLVY Aktiebolaget Volvo Autos & Industrials AKZO Akzo Nobel N. IN CSGAG CREDIT SUISSE GROUP Table: Aggregated Transaction Data by Reference Entity of Index Credit Default Swaps (CDX) The sample covers the three month period beginning September 23, 2023 to December 22, 2023 indicative list (based on itraxx europe series 32) accor eni s. 50% ANAHOL ANA HOLDINGS INC. Another (non-credit) type of event that can (more administratively) impact a CDS is known as a succession event such as a merger, demerger or spinoff. IG 39 10Y CDX. 7. Previous value. ADD-IN Cbonds add-in API bond data api. 25% EUROPEAN CORPORATE 1. of BNP Paribas Issuance B. pdf), Text File (. The ETF's TER (total expense ratio) amounts to The iTraxx Europe index, which lets traders bet on the creditworthiness of a set of investment-grade companies, added 6 basis points to 98. 48 bps on 02/12/2021 calculating organization: IHS Markit. The new composition will be published on September 14 and trading in the indices starts on Gods, Guns and Missionaries — exploding the myth of a singular, ‘true’ Hinduism Jan 15 2025; World Bank approves 10-year $20bn Pakistan lending package Jan 15 2025; Indonesia unexpectedly cuts rates and lowers growth forecast Jan 15 2025; Badenoch to call Labour policies ‘vandalism’ in firebrand speech Jan 15 2025; Canada warns of ‘tit-for-tat’ tariffs on US if Donald ITraxx/Cboe Europe Crossover 1-Monthindex chart, prices and performance, plus recent news and analysis. ihsmarkit. The indices are constructed on a set of rules with the overriding criterion being that of liquidity Table: Aggregated Transaction Data by Reference Entity of Index Credit Default Swaps (CDX) The sample covers the three month period beginning March 25, 2023 through June 23, 2023. 2 CDX Investment Grade North America Series 3 iTraxx Europe Series 2 Tranche Lower-Upper strike Senior 10-15% 38. bps UTC+3. ) Source: UniCredit Research PRELIMINARY S28 ROLL-SPREAD ESTIMATES* The document is a list of companies in the iTraxx Europe Series 37 index, including their sector, ticker symbol, long name, ISIN code, maturity date, and credit rating tier. 125% EUROPEAN CORPORATE 1. All Series, initiated with series 1 based on liquidity Roll Date. 7078 -0. 333% GL8691AA2 iTraxx Europe Crossover : 5Y . iTraxx Europe & Crossover Series 33 Final Membership List 5 Further information Contractual and content issues For contractual or content issues please contact: Markit Indices GmbH Friedrich-Ebert-Anlage 35-37 60327 Frankfurt am Main Germany E iTraxx Europe Senior Financials Series 42 Version 1 Ticker Reference Entity ISIN Maturity TIER ALZSE Allianz SE DE000A2RWAX4 15-Jan-26 SNRFOR ASSGEN ASSICURAZIONI GENERALI - SOCIETA PER AZIONI XS2747590896 15-Jan-29 SNRFOR AVLN AVIVA PLC XS1908273219 13-Nov-27 SNRFOR AXAF AXA XS1410426024 15-May-28 iTraxx MSCI ESG Screened Europe Series 40 Version 1 Ticker Reference Entity ISIN Maturity TIER AEGON Aegon N. SBC095 ZAR25,000,000 S&P Dow Jones iTRAXX® Europe Crossover Series 42 due 20 December 2029 Under its ZAR120,000,000,000 Structured Note Programme This document constitutes the Applicable Pricing Supplement relating to the issue of Notes described herein. to 100% tranche of the iTraxx® Europe Crossover Series 38 Version 1 due January 2028 . 10 and 38. The first series that launched on March 20th, 2020 (Series 33) has 81 constituents, all are constituents of the iTraxx Europe Main index Series 33. One hundred twenty five (125) of the most liquid European entities with investment grade credit ratings as published by Markit® from time to time Each index series with a Roll Date of March 20 shall have a maturity date of June 20 (or the first Business Day thereafter if 37 Anheuser-Busch InBev BE6221503202 02-Jun-2021 4% Consumers EUROPEAN CORPORATE . JP338820A562 20-Jun-25 SNRFOR 2. XS1061711575 25-Apr-44 SUBLT2 ALZSE ALLIANZ SE DE000A1RE1Q3 17-Oct-42 SUBLT2 ASSGEN ASSICURAZIONI GENERALI - SOCIETA PER AZIONI XS0802638642 10-Jul-42 SUBLT2 AVLN AVIVA PLC XS0138717441 14-Nov-36 To get a sensing of the likelihood of credit events from historical perspective, we looked back at 38 sets of series data on the European iTraxx indices from June 2004 to September 2022. If any of these dates fall iTraxx Europe with conclusion that the most theoretical variables contribute to the a new series for index is introduced. XS0105290349 15-Dec-31 SNRFOR ALZSE ALLIANZ SE DE000A19S4U8 6-Jun-23 SNRFOR ASSGEN ASSICURAZIONI GENERALI - SOCIETA PER AZIONI XS0452314536 16-Sep-24 SNRFOR AVLN AVIVA PLC XS1509003361 27-Oct-23 A¢„ $ç$’ƒ¨À F ’ &dq V IŠ ¢€ ®. 5 Super Senior 15-30% 11. Autos & Industrials ALSTOM ALSTOM Autos & Industrials AAUK ANGLO AMERICAN PLC Kurs XTRACKERS II ITRAXX EUROPE SWAP ETF 1C - DBX0AP, Nachrichten, Charts und Performance 9,38 %: Celanese US Holdings Llc 1. Markit iTraxx Europe Series 28 Final vs. HY) roll into the new on-the-run series on the th20 of March and September of each year. Series 34 IHS Markit Ticker IHS Markit Long Name IN/OUT AAUK ANGLO AMERICAN PLC IN AUCHHOL AUCHAN HOLDING IN BACR BARCLAYS PLC IN COOERAB COOEPERATIEVE RABOBANK U. 12 of the Commission s regulations, and therefore must be executed pursuant to the trade execution requirement under This index is a subset of the iTraxx Europe Main index. iTraxx MSCI ESG Screened Europe Series 42 Version 1 Ticker Reference Entity ISIN Maturity TIER ACCOR ACCOR FR0013399029 04-Feb-26 SNRFOR ELTLX Aktiebolaget Electrolux XS2475919663 18-May-30 SNRFOR VLVY Aktiebolaget Volvo XS2175848170 26-May-25 SNRFOR AKZO Akzo Nobel N. iTraxx MSCI ESG Screened Europe Series 39 Final List - Free download as PDF File (. 2023 EOD Markit distributes provisional membership list together with suggested Reference Obligations to iTraxx Market INDEX SERIES TENOR iTraxx Europe (Main) 40 3Y, 5Y, 7Y, 10Y iTraxx Europe Crossover 40 5Y iTraxx Europe Senior Financials 40 5Y iTraxx Europe Sub Financials 40 5Y CDX. 7 %âãÏÓ 10 0 obj > endobj 26 0 obj >/Filter/FlateDecode/ID[]/Index[10 33]/Length 89/Prev 94180/Root 11 0 R/Size 43/Type/XRef/W[1 3 1]>>stream hÞbbd` ``b the “iTraxx Europe chartbook” for Series 23 (link). 50% JUSCO AEON CO. Feb. The initial issuance is version 1 (e. p. 5bp and the iTraxx Europe 2 traded at 37bp. otherwise at the time the relevant iTraxx Europe Index series is established and identified for the relevant iTraxx Europe Index Untranched CDS Contract pursuant to the relevant Contract Elections. under the Note, Warrant and Certificate Programme . XS0105290349 15‐Dec‐31 SNRFOR Europe. ICE Help Desk: Atlanta + 1 770 738 2101, London + 44 (0)20 7488 5100 or ICEHelpdesk@ice. XS1134519120 07-Nov-24 SNRFOR ALZSE Allianz SE iTraxx MSCI ESG Screened Europe Series 41 Version 1 Ticker Reference Entity ISIN Maturity TIER ACCOR ACCOR FR0013399029 04-Feb-26 SNRFOR ELTLX Aktiebolaget Electrolux XS2475919663 18-May-30 SNRFOR VLVY Aktiebolaget Volvo XS2175848170 26-May-25 SNRFOR AKZO Akzo Nobel N. 8% 1C148CAF6 iTraxx Europe Series 34 Version 1 Index RED Code: 2I666VCX1 Roll Date: 21st September iTraxx Europe Series 17 Version 1 (RED Code: 2I666VAX3) Tranches 0-3, 3-6 are upfronts with a fixed 500bps spread, Tranche 6-9 has a 300bps fixed spread, and all are quoted in terms of percentage of notional. CDX. But a swift reversal in stocks in the afternoon led to the index widening by 1bp to 84bp. HY rolls a week later on the 27th of March and September. MI) stock quote, history, news and other vital information to help you with your stock trading and investing. 4% to 5. v. For Markit iTraxx Europe and Markit iTraxx Crossover: Each Index that has a Roll Date of September 20 shall be issued with the maturity date of iTraxx Crossover 5Y daily. Today, both series 34 and series 33 exist and can be traded. com Subscribe series’ of the iTraxx SovX Western Europe index will not be published. 38% in January on a real total return basis as fears of a ‘’Brexit’’ dampened the strength of the pound Sterling. com. 375% Consumers EUROPEAN CORPORATE . XS1391625289 08-Apr-26 SNRFOR ALZSE Allianz SE iTraxx Europe Series 32 Final Membership List Sector Markit Ticker Markit Long Name Autos & Industrials AIRBSE Airbus SE Autos & Industrials VLVY Aktiebolaget Volvo Autos & Industrials AKZO Akzo Nobel N. 8 trillion, for which the shares of the single-name CDSs and the iTraxx indices was 42% and 58%, respectively. HY 35 & 38-40 5Y CDX. AVQ Å€((`@w E@Y W •eôÇÞª{ëÞº?oÝù~œ~êíSõõé>UýT dÇ 9I©° I¼4¾¯‹=38$”‰ $ ¨ œÔd/?g °R¹àŸêÝ(€„×{ºÿúþ¿-"7‰Ç ­p7*•³Âi+ ËMâ óq!g¦%¯d°ã Óù+ ¸ÂÁBŽüƉBŽùÆ;¿Îñ÷uXá2p¤˜¯L8*äȯL=%dN,? Ù®•ùjßú~-qMá"˜q¼´(>/"Që Up to fifty (50) European entities with non-investment grade credit ratings as published by Markit® from time to time iTraxx Europe Crossover Option Currency. Many market participants will have "rolled" the series 33 by closing their positions and re-opening analogue positons in the series 34 • The entity must be a constituent of the forthcoming iTraxx Europe Index series. XS0105290349 15-Dec-31 SNRFOR ELTLX Aktiebolaget Electrolux XS2475919663 18-May-30 SNRFOR VLVY Aktiebolaget Volvo XS2175848170 26-May-25 SNRFOR AKZO Akzo Nobel N. iTraxx Europe Series 31 Final Membership List Sector Markit Ticker Markit Long Name Autos & Industrials AAUK ANGLO AMERICAN PLC Autos & Industrials AIRBSE AIRBUS SE Autos & Industrials AKZO AKZO NOBEL N. Up to fifty (50) European entities with non-investment grade credit ratings as published by Markit® from time to time Markit iTraxx Crossover 28687613. equinor asa sky limited aktiebolaget electrolux heidelbergcement ag societe generale aktiebolaget volvo henkel ag & co. 40% 0. l. Credit Event Backstop Date Section 1. Autos & Industrials AAUK Anglo INDEX SERIES TENOR iTraxx Europe (Main) 38 3Y, 5Y, 7Y, 10Y iTraxx Europe Crossover 38 5Y iTraxx Europe Senior Financials 38 5Y iTraxx Europe Sub Financials 38 5Y CDX. from. com Contract Specifications ITRAXX EUROPE SERIES 38 Untranched ITRAXX EUROPE SERIES 39 Untranched. 992 iTraxx Europe Non-Financial Series 24 Version 1 2I667NBD3 iTraxx Europe Non-Financial Series 24 iTraxx Europe Crossover Series 38 Version 1 2I667KJQ2 iTraxx Europe Crossover Series 38 Version 2 2I667KKI8 0. News. The index is rebalanced semi-annually in March and September in line Markit iTraxx Europe Confirmations; Markit iTraxx SDI 75; iTraxx Asia Tranched Short Confirm (Series 4) iTraxx Asia EJ Single Tranche Confirmation (Series 3) iTraxx CJ Untranched Standard Terms Supplement (Series 4) iTraxx CJ Tranched Standard Terms Supplement (Series 4) iTraxx CJ Master Confirmation (Series 3) itraxx europe main index series 31 38 deutsche bank aktiengesellschaft bbb+ a3 39 deutsche telekom ag bbb+ baa1 40 diageo plc a- a3 41 airbus se a+ a2 42 electricite de france a- a3 43 edp finance b. 98666 iTraxx Europe Crossover Series 37 The composition of each series of the iTraxx Europe, iTraxx Crossover and Sub-Indices is the same for all maturities for which a fixed rate is published. 38e-07*** 1. 2024 Cut-off date for CDS liquidity observation period in the DTCC TIW Tue 10. The portfolio is always invested in the on-the-run Markit iTraxx series that it tracks: each time a new Markit iTraxx series is issued, due The composition of each series of the Markit iTraxx Europe, Markit iTraxx Crossover and Sub-Indices is the same for all maturities for which a fixed rate is published. iTraxx Europe Series 37 Version 1 Index RED Code: 2I666VDA0 Roll Date: 21st March 2022 37 BRITISH AMERICAN TOBACCO p. ICE OTC. As stated in the original rating action commentary, these ratings did not address other risks, such as collateral risk and counterparty risk, which are addressed by Long iTraxx Europe Series 32 Version 1 Reference Obligation. IHS Markit iTraxx Japan Series 38 IHS Markit Ticker Reference Entity ISIN Maturity TIER Weight ACOM ACOM CO. The roll date in Europe was March 20 th for both indices. The constituents of the iTraxx MSCI ESG Screened Europe index must meet various Corporate Responsibility Criteria. The Base Prospectus received approval no. For Markit iTraxx Europe and Markit iTraxx Crossover: Each Index that has a Roll Date of September 20 shall be issued with the maturity date of iTraxx Europe consists of 125 most liquid European credit-default swaps as judged by a dealer poll. iTraxx Europe Crossover Series 42 Provisional Ticker Reference Entity ISIN Maturity TIER In Europe S41 ADLERRE ADLER Real Estate GmbH XS1713464524 27-Apr-26 SNRFOR Y AF AIR FRANCE - KLM FR001400F2Q0 31-May-26 SNRFOR Y ALLWENT ALLWYN ENTERTAINMENT FINANCING (UK) PLC USG0295CAB66 30-Apr-29 SECDOM Y The indices roll on a semi-annual basis, and the composition of each new series (a new index) is established based on a transparent set of rules designed to ensure that the current series tracks the most liquid instruments in the relevant market. European System of Central Banks (ESCB) and of the European Central Bank (ECB) acknowledges that the actions of these shall be such that they contribute to the stability of the inancial system (ECB, 2002). C. The benchmark Markit iTraxx Europe index comprises 125 equally-weighted European names. S. [ 4 ] : 12 In the event of a "Failure to Pay", or a "Bankruptcy" credit event, the protection seller makes a payment to the protection buyer on the credit event settlement date. sse plc allianz se innogy se standard chartered plc current iTraxx Europe series. Autos & Industrials ALSTOM ALSTOM Autos & Industrials ATSPA ATLANTIA S. Autos & Industrials AAUK Anglo Markit is a leading global diversified provider of financial information services providing products that enhance transparency, reduce risk and improve operational efficiency 2. XS1391625289 08-Apr-26 SNRFOR Each index series with a Roll Date of September 20 shall have a maturity date of December 20 (or the first Business Day thereafter if December 20 is not a Business Day) occurring up to 10 years following the Roll Date. 281. com Reference Entity ISIN Maturity Coupon Sector TRANSACTION TYPE SRO Weighting CLIP INTESA SANPAOLO SPA XS0213927667 03-Mar-2017 Float Financial Senior EUROPEAN FINANCIAL CORPORATE Yes 0. September 20 (or the Business Day immediately thereafter) and March 20 (or the Business Day immediately thereafter) of each 1 iTraxx Europe Series 35 Final Membership List iTraxx Sector IHS Markit Ticker IHS Markit Long Name Autos & Industrials AIRBSE AIRBUS SE Autos & Industrials VLVY AKTIEBOLAGET VOLVO Autos & Industrials AKZO AKZO NOBEL N. For iTraxx Europe: • Each Index that has a Roll Date of September 20 shall be issued with the maturity date of December Monday 27 March 2023, ICE Clear Europe will commence clearing the following Index Series: Indices eligible to clear from Monday 20 March 2023: INDEX SERIES TENOR iTraxx Europe (Main) 39 3Y, 5Y, 7Y, 10Y iTraxx Europe Crossover 39 5Y iTraxx Europe Senior Financials 39 5Y iTraxx Europe Sub Financials 39 5Y CDX. 2 10/30/2023. Today's news; US; Politics; World; Tech. 5 9-12% 34. Ongoing quantitative easing in Europe has also helped broaden this roll’s field of eligible crossover contracts as the threshold for inclusion in the crossover, 1. Add element to compare Close. The iTraxx indices are one of the most liquid fixed income derivates to gain or hedge exposure to the European investment grade and high yield credit markets. This decline is not significant, and we conclude that market activity in the European, corporate, single-name CDS market was fairly stable in 2015 after it declined notably in 2H14 (see,for example, our . 60% Reference Obligation Reference Obligation Reference Obligation Reference Entity iTraxx Europe Series 5 The Markit iTraxx Europe index moved tighter early in the session as stock markets staged a modest rally. 82% SQLV S&P Dow Jones Indices: iTraxx / CDX Total and Excess Return Index Calculus 6 Index Roll All iTraxx / CDX indices, except CDX North American High Yield Index (CDX. 78s(b)(1). NA. Difference between CLNs on ½ 20% iTraxx Crossover 5y (75 sub-investment grade entities, equally weighted) The index reflects the return from selling protection on the current series of each CDS index. ing groep n. iTraxx HiVol comprises 30 of those entities with the highest spreads and the iTraxx Crossover is 35 European crossover credits with ratings no higher than 'BBB-' (BBB minus) with Negative Outlook. The Company offers services covering the entire credit management chain, ranging from prospecting and segmenting to payment management services, collection and financial services. V. , BNP Paribas and BNP Paribas Fortis Funding . XS0105290349 15-Dec-31 SNRFOR Y ALZSE Allianz SE DE000A28RSQ8 14-Jan-25 SNRFOR Y ASSGEN ASSICURAZIONI GENERALI - SOCIETA PER AZIONI XS0452314536 16-Sep-24 SNRFOR Y AVLN AVIVA PLC XS1908273219 13-Nov-27 On a quarterly rotating basis, credit default swaps (CDS) contracts for the top 15 sovereign reference entities or the top 15 corporate reference entities by net notional amount – both with their respective top 10 volume movers 2I666VBA2 iTraxx Europe Series 20 Version 2 2I666VDG7 0. Autos & Industrials ALSTOM ALSTOM Autos & Industrials AAUK ANGLO AMERICAN PLC The composition of each series of the Markit iTraxx Europe, Markit iTraxx Crossover and Sub-Indices is the same for all maturities for which a fixed rate is published. , BNP Paribas and BNP Paribas Fortis Funding The Base Prospectus received approval no. XS0856014583 19-Jan-2023 2. Latest data on 03/12/2021. 80602. Aug. For iTraxx Europe: • Each Index that has a Roll Date of September 20 shall be issued with the maturity date of December The iTraxx indices are also commonly referred to as Markit iTraxx indices. given that the entirety of the series 26 index was selected through the liquidity criteria. Credit derivative indexes form a large sector of the overall credit derivative market. 2024 EOD SPDJI distributes provisional membership list together with 9/2/2024 10:38:24 AM The iTraxx European Performance Credit Index is designed to reflect the performance of a portfolio composed of on-the-run iTraxx Europe and iTraxx Crossover (iTraxx XO) 5 year CDS index protection seller positions, with a remaining cash component receiving overnight interest. 19b-4. JP310860BH26 28-Feb-24 SNRFOR 2. Likewise, 298 CDS were listed for building the investment grade and high yield equivalents in Europe, namely iTraxx Europe 15 and iTraxx Xover 15. EUR Min Notional. Aim 1 iTraxx Europe Series 34 Provisional Membership List iTraxx Sector IHS Markit Ticker IHS Markit Long Name Autos & Industrials AIRBSE Airbus SE Autos & Industrials VLVY Aktiebolaget Volvo Autos & Industrials AKZO Akzo Nobel N. Description. 3% in Introduction The Markit iTraxx Europe Index was created in June 2004 and comprises 125 equally weighted credit default swaps on the investment grade European corporate entities (each being a “ReferenceEntity”). For Markit iTraxx Europe and Markit iTraxx Crossover: Each Index that has a Roll Date of September 20 shall be issued with the maturity date of The composition of each series of the iTraxx Europe, iTraxx Crossover and Sub-Indices is the same for all maturities for which a fixed rate is published. 1 15 U. IG 39 3Y, 5Y, 7Y, 10Y Indices eligible to clear from Tuesday 27 September 2022: INDEX SERIES TENOR CDX. Key Takeaways iTraxx is a collection of indexes for the credit default swap market in Europe, Australia, and Asia. 625% Consumers EUROPEAN CORPORATE . 0056 0. 2 17 CFR 240. Each index series with a Roll Date of September 20 shall have a maturity date of December 20 (or the first Business Day thereafter if Find the latest X II iTraxx Europe Swap ETF 1C (XTXE. A HiVol index consisting of the 30 widest spread non-financial names, and three sector indices Each of iTraxx Europe, iTraxx Crossover and all related Sub-Indices will begin on September 20 and March 20 (or the Business Day immediately thereafter in the event that either such date is The iBoxx iTraxx Europe Bond Index is designed to reflect the performance of a basket of bonds replicating the credit risk profile of the iTraxx Europe Index, offering coverage of the Euro Second iTraxx Europe S42 Provisional Lists Publication VIEW MORE Due to several changes in the iTraxx Europe Crossover Index, a second provisional list will be published. Tranche Parameters and Roll Dates for Markit CDX and iTraxx Indices Confirmed Coupons, attachment/detachment levels and roll dates for tranches to be traded on the Markit CDX Series 27 and iTraxx Series 26 indices have been agreed by market participants as per the below tables. Series 35 IHS Markit Ticker IHS Markit Long Name IN/OUT HOLCAG HOLCIM AG IN HSBC HSBC HOLDINGS PLC IN DPW DEUTSCHE POST AG OUT EXPGRL-EXPFIN EXPERIAN FINANCE PLC OUT TELEFO TELEFONICA, S. 5x the main iTraxx Europe Non-Financial index level, has 3 iTraxx® series (which will contain at least one zero-weighted reference entity), in addition to existing futures contracts. IG 40 5Y iTraxx Europe 38 & 39 10Y iTraxx Europe 32,36-37 & 39 5Y iTraxx Europe Crossover 30,32,36-37 & 39 5Y iTraxx Europe Sub Financials 32 & 39 5Y iTraxx Europe Senior Financials 36 & 39 5Y Single Names to be de-listed from 19 October 2023:. Series 34 iTraxx Sector IHS Markit Ticker IHS Markit Long Name IN/OUT Autos & Industrials ADECGRO ADECCO GROUP AG OUT TMT OTE HELLENIC TELECOMMUNICATIONS ORGANISATION SOCIETE ANONYME OUT Consumers KONIPHI KONINKLIJKE PHILIPS N. OUT Financials LLOYDBA LLOYDS BANK PLC OUT The iTraxx European Crossover Long Credit Index and iTraxx European Crossover Credit Short Index (the “Indices”) are a pair of indices, the Long index being designed to reflect the performance of a portfolio composed of an on-the-run iTraxx Crossover 5-year CDS index protection seller position and the Short index View daily, weekly or monthly format back to when X II iTraxx Europe Swap ETF 1C stock was issued. 50% iTraxx Europe, iTraxx Crossover and iTraxx MSCI ESG Screened Europe Indices Series 40 Date Local Time Action Fri 25. While the returns of the iTraxx MSCI ESG Screened Europe index are lower relative to that of the iTraxx Europe index, it is interesting to note that in periods of market downturn, the ESG-screened version has outperformed the overall iTraxx Europe index. 4 All the CDS spreads are quoted daily for the 5-year on-the-run iTraxx series as they are commonly used as benchmarks of the European CDS market. IG 40 3Y, 5Y, 7Y, 10Y The Xtrackers iTraxx Europe Swap UCITS ETF 1C seeks to track the iTraxx® Europe 5y index. Visit current iTraxx Europe series. Order Book: 25,000,000 All Series, initiated with series 1 based on liquidity Roll Date. siemens aktiengesellschaft aegon n. Please note, ICE Clear Europe's CDS clearing service has ceased as of Friday 27 October 2023 - please see circular C23/115 for further information. Terms used herein shall be deemed to be defined as such for the purposes of the terms and SCHEDULE 1 Fixed Rate 0. com ICE OTC Jan 13, 2025 Markit iTraxx Europe Senior Financials Index iTraxx Europe Crossover Series 41 Provisional Ticker Reference Entity ISIN Maturity TIER In Europe S40 ALLWENT ALLWYN ENTERTAINMENT FINANCING (UK) PLC XS2440790835 15-Feb-28 SECDOM Y ADLERRE ADLER Real Estate GmbH XS1713464524 27-Apr-26 SNRFOR Y AF AIR FRANCE - KLM FR001400F2Q0 31-May-26 SNRFOR Y Markit iTraxx Europe Series 24 Final Membership List Sector Markit Ticker Markit Long Name Autos & Industrials AIGROU Airbus Group SE Autos & Industrials VLVY Aktiebolaget Volvo Autos & Industrials AKZO Akzo Nobel N. Markit iTraxx Japan Index iTraxx Europe, iTraxx Crossover and iTraxx MSCI ESG Screened Europe Indices Series 37 Date Local Time Action Fri 18. Tranches 9-12, 12-22, 22-100 are upfronts with a fixed 100bps spread and are quoted in bps. A. Credit derivatives indexes in Europe have set repeated new record highs in recent days due to fears over the unravelling of complex credit instruments. Markit iTraxx Crossover. OUT iTraxx Europe Senior Financials Series 37 Provisional IHS Markit Ticker IHS Markit Long Name ISIN Maturity TIER AEGON AEGON N. 22-189 on 1 June 2022 Any person making or intending to make an offer of the Securities may only do so: %PDF-1. 2023 Cut-off date for CDS liquidity observation period in the DTCC TIW Tue 05. 125% XS1492691008-8,97 %: Mediobanca - Banca di Credito Finanziario The iTraxx Europe and iTraxx Crossover indices started trading on 20th September, 2019. The composition of each series of the iTraxx Europe, iTraxx Crossover and Sub-Indices is the same for all maturities for which a fixed rate is published. 8% 1C148CAF6 38 CARLSBERG BREWERIES A/S XS0854746343 15-Nov-2022 2. IHS Markit iTraxx Europe Crossover Series 39 Version 1 IHS Markit Ticker IHS Markit Long Name ISIN Maturity TIER ACCOR ACCOR FR0013399029 04‐Feb‐26 SNRFOR ADLEREA ADLER REAL ESTATE AKTIENGESELLSCHAFT XS1731858715 06‐Feb‐24 SNRFOR AF AIR FRANCE ‐ KLM FR0013477254 16‐Jan‐25 SNRFOR ALTICFI ALTICE On a quarterly rotating basis, credit default swaps (CDS) contracts for the top 15 sovereign reference entities or the top 15 corporate reference entities by net notional amount – both with their respective top 10 volume movers The benchmark Markit iTraxx Europe index comprises 125 equally-weighted European names. The contract specifications of futures contracts based on the new version of the underlying iTraxx® index series correspond to the existing iTraxx® Europe 5-year Index Futures. iTraxx Index Characteristics Index Name # of Ref Entities Coupon Effective Date Term Maturity iTraxx Europe 125 35 (5Y)/ 55 (10Y) 3/21/2005 3, 5, 7 & 10 6/20/2010 (5Y) iTraxx Europe HiVol 30 60 3/21/2005 3, 5, 7 & 10 6/20/2010 (5Y) iTraxx Europe Crossover 30 200 (5Y)/ 260 (10Y) Markit iTraxx Europe Series 30 Rulebook - Free download as PDF File (. Contract Symbol iTraxx Europe Senior Financials Option Currency EUR Min Notional Order Book: 25,000,000 All other execution methods: As agreed by counterparties Contract Series Any calendar month beginning with January through December, with up to 24 contracts listed at any given time. 6% tranche of the iTraxx Europe Series 38, Version 1 due January 2028 under the Note, Warrant and Certificate Programme of BNP Paribas Issuance B. com Web: The index can be used to create structured products that offer "ESG yields" to investors. 5 Note: On 13 October 2004, the CDX IG NA 3 index traded at 53. HY 41 5Y Markit is a leading global diversified provider of financial information services providing products that enhance transparency, reduce risk and improve operational efficiency iTraxx MSCI ESG Screened Europe Series 35 Final Membership List 2 iTraxx MSCI ESG Screened Europe Series 35 Final vs. 50% FUJITS FUJITSU LIMITED JP381800BF71 22-Jul-22 SNRFOR 2. P. The credit derivatives market that iTraxx provides allows parties to transfer the risk and return of underlying assets from one party to another without actually transferring One hundred twenty five (125) of the most liquid European entities with investment grade credit ratings as published by Markit® from time to time iTraxx Europe Crossover Series 42 Version 2 2I667KKW7 For further information about this announcement, please contact S&P DJI at index_services@spglobal. The benchmark iTraxx Europe index %PDF-1. bbb+ baa2 Markit iTraxx Europe Series 27 Final Membership List Sector Markit Ticker Markit Long Name Autos & Industrials AIGROU Airbus Group SE Autos & Industrials AKZO Akzo Nobel N. The remaining DTCC Markit iTraxx Europe Senior Financials index, made up of 5-yr CDS spreads on European financial companies, has seen its spread widen to 101bps, having started the week at Sterling Inflation-Linked Index returned 5. According to the Bank of International Settlements, the total notional outstanding of European CDS in 2017 amounted to $5. The European iTraxx indices trade 3, 5, 7 and 10-year maturities, and a new series is determined on the basis of liquidity every six months. 2) Economic outlook: An encouraging European economic backdrop (ECB March projections: (i) GDP growth expected to rebound to 4. com Web: iTraxx (Thomson Reuters Eikon code 'ITRAXX'; Bloomberg code 'ITRX') is the brand name for the family of credit default swap index products covering regions of Europe, Australia, Japan and non-Japan Asia. OUT Markit iTraxx Europe Series 26 Rulebook - Free download as PDF File (. iTraxx MSCI ESG Screened Europe Series 34 Final Membership List 4 Further information Contractual and content issues For contractual or content issues please contact: Markit Indices GmbH Friedrich-Ebert-Anlage 35-37 60327 Frankfurt am Main Germany E-mail: indices@ihsmarkit. Sep. Intrum AB, formerly Intrum Justitia AB, is a Sweden-based Credit Management Services (CMS) company. INDEX SERIES TENOR iTraxx Europe Sub Financials 22-26 5Y CDS Clearing Members are also advised that as a result of the Index roll with effect from Monday 20 March 2017 ICE Clear Europe will commence clearing the following Index Series: INDEX SERIES TENOR iTraxx Europe (Main) 27 3Y, 5Y, 10Y iTraxx Europe Crossover 27 5Y INDEX SERIES TENOR CDX. The iTraxx European Performance Credit Index is rebalanced monthly in iTraxx Europe Series 28 28 3, 5, 7, 10 Year Wednesday, September 20, 2017 iTraxx Europe Crossover Series 28 28 5 Year Wednesday , September 20, 2017 Participants that wish to test before launch may do so in CME Clearing’s New Release (UAT) environment effective immediately. For specific details regarding the construction of the iTraxx Europe index, please refer to iTraxx iTraxx Europe Final List Series 30 - Free download as PDF File (. 22-189 on 1 June 2022 iTraxx Europe & Crossover Series 36 Final Membership List 5 Further information Contractual and content issues For contractual or content issues please contact: Markit Indices GmbH Friedrich-Ebert-Anlage 35-37 60327 Frankfurt am Main Germany E 1 iTraxx Europe Series 35 Final Membership List iTraxx Sector IHS Markit Ticker IHS Markit Long Name Autos & Industrials AIRBSE AIRBUS SE Autos & Industrials VLVY AKTIEBOLAGET VOLVO Autos & Industrials AKZO AKZO NOBEL N. For specific details regarding the construction of the iTraxx Europe index, please refer to iTraxx Novus Capital plc Series 2023-61 EUR 10,000,000 Credit Linked Notes (linked to iTraxx® Europe Crossover Series 38 (Version 1)) due January 2028 (the "Notes") Credit Derivative Transaction Details: Trade Date: 20 June 2023, Effective Date: 11 July 2023. bbb- baa3 44 aktiebolaget electrolux a- 45 enel s. However, series 34 is the on the run issue. The composition of each series of the Markit iTraxx Europe, Markit iTraxx Crossover and Sub-Indices is the same for all maturities for which a fixed rate is published. Markit iTraxx ® SovX CEEMEA Index The iTraxx SovX CEEMEA Index is a tradable index composed of liquid sovereign entities from Central & Eastern European, Middle Eastern and African countries that trade on Emerging Markets Documentation. No data for the selected period The iTraxx European Performance Credit Index is designed to reflect the performance of a portfolio composed of on-the-run iTraxx Europe and iTraxx Crossover (iTraxx XO) 5 year CDS index protection seller positions, with a remaining cash component receiving overnight interest. Mar. F. Price Quotation Cents Minimum Price Fluctuation The For the itraxx europe series 33 5y, started the 20th of March 2020 and matures the 20th of June 20205. 80% TYA56DAK4 The iTraxx Europe accounted for 30% of total notional outstanding in 2017 (Swaps and Association, 2018). kgaa solvay akzo nobel n. Since the creation of the iTraxx Main Series, 3 Credit Events have occurred, with a maximum of 2 impacts on the same Series (Series 8 to 15). 9/20/2017 1:38:30 PM iTraxx Europe & Crossover Series 36 Provisional Membership List 5 Further information Contractual and content issues For contractual or content issues please contact: Markit Indices GmbH Friedrich-Ebert-Anlage 35-37 60327 Frankfurt am Main Germany E-mail: indices@ihsmarkit. Autos & Industrials AAUK Anglo American plc Autos & Industrials AZN ASTRAZENECA PLC iTraxx Europe Sub Financials Series 37 IHS Markit Ticker IHS Markit Long Name ISIN Maturity TIER AEGON AEGON N. The iTraxx® Europe 5 Year index is a credit index, that tracks credit derivatives on 125 European corporates with investment grade rating. ezljuf assdy hek wcsbi oktdq tvbf wgmc cysp pmukpp untwe