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126868818-SK-1216 KEY STATS $100+bn AUM in ETFs 15,000+ Indices 150+ ETFs 800+ Custom indices ABOUT IHS MARKIT IHS Markit is a world leader in critical information, analytics and solutions for the major industries and markets that drive economies worldwide. As a leading global index provider our coverage includes corporate, municipal and sovereign bonds, as well as loans and securitised products. We offer a comprehensive set of benchmark indices for performance measurement and liquid indices for product structuring. iBoxx indices Independent and transparent coverage of the global bond markets iBoxx indices offer broad benchmarking and liquid tradable index solutions that track bond markets globally. iBoxx are independent bond indices which are based on multi-source pricing for improved accuracy. They serve as tools for passive or active portfolio management, ETFs and structured products. The indices cover major and minor currencies in all key bond segments. The index rules offer broad coverage of the global bond universe and maintain minimum standards of investability and liquidity. This publicly available information includes constituent details, composition, calculation and rebalancing rules. Our indices methodology is flexible, allowing us to adapt to industry changes including adhering to necessary regulatory requirements. We include a wide range of analytical values and sub-index granularity by sector, rating, maturity and size which supports performance measurement and attribution analysis, while providing enhanced transparency. Pricing Independent and multi-source pricing where inputs undergo rigorous data checks to provide the clearest view of the market. Liquidity Monthly re-balancing of most indices and regular reviews of all market segments to ensure constituent selection represents the performance of the global bond market. Flexibility Customisation of existing indices and ability to build new indices in collaboration with customers to meet specific investment criteria. Reliability Rigorous and comprehensive quality controls, and 24x7 global customer support. Transparency Index methodologies, daily index levels and index composition information, such as constituents and weights, are publicly available on our website. In addition, daily index levels are also distributed through our FTP service and via many data vendors. Industry support Highly sourced by dealer banks, ETF issuers, buyside investment firms and third party vendors.

iBoxx indices - Markit · Disclaimer The Markit iBoxx indices “indices” is calculated and owned by Markit Indices Limited “Markit indices”). Markit is the service mark of

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Page 1: iBoxx indices - Markit · Disclaimer The Markit iBoxx indices “indices” is calculated and owned by Markit Indices Limited “Markit indices”). Markit is the service mark of

126868818-SK-1216

K E Y S TAT S

$100+bnAUM in ETFs

15,000+ Indices

150+ETFs

800+Custom indices

A B O U T I H S M A R K I T

IHS Markit is a world leader in critical information, analytics and solutions for the major industries and markets that drive economies worldwide.As a leading global index provider our coverage includes corporate, municipal and sovereign bonds, as well as loans and securitised products. We offer a comprehensive set of benchmark indices for performance measurement and liquid indices for product structuring.

iBoxx indices Independent and transparent coverage of the global bond markets

iBoxx indices offer broad benchmarking and liquid tradable index solutions that track bond markets globally.

iBoxx are independent bond indices which are based on multi-source pricing for improved accuracy. They serve as tools for passive or active portfolio management, ETFs and structured products. The indices cover major and minor currencies in all key bond segments.

The index rules offer broad coverage of the global bond universe and maintain minimum standards of investability and liquidity. This publicly available information includes constituent details, composition, calculation and rebalancing rules. Our indices methodology is flexible, allowing us to adapt to industry changes including adhering to necessary regulatory requirements.

We include a wide range of analytical values and sub-index granularity by sector, rating, maturity and size which supports performance measurement and attribution analysis, while providing enhanced transparency.

PricingIndependent and multi-source pricing where inputs undergo rigorous data checks to provide the clearest view of the market.

LiquidityMonthly re-balancing of most indices and regular reviews of all market segments to ensure constituent selection represents the performance of the global bond market.

FlexibilityCustomisation of existing indices and ability to build new indices in collaboration with customers to meet specific investment criteria.

ReliabilityRigorous and comprehensive quality controls, and 24x7 global customer support.

TransparencyIndex methodologies, daily index levels and index composition information, such as constituents and weights, are publicly available on our website. In addition, daily index levels are also distributed through our FTP service and via many data vendors.

Industry supportHighly sourced by dealer banks, ETF issuers, buyside investment firms and third party vendors.

Page 2: iBoxx indices - Markit · Disclaimer The Markit iBoxx indices “indices” is calculated and owned by Markit Indices Limited “Markit indices”). Markit is the service mark of

Disclaimer

The Markit iBoxx indices (“indices”) is calculated and owned by Markit Indices Limited (“Markit indices”). “Markit” is the service mark of Markit Group Limited and “iBoxx” is a service mark of Markit indices; all such marks are used under license or with permission. Certain content relating to the Index may be provided on a no fee basis for your personal, internal, non-commercial purposes in accordance with our website Terms of Use. All commercial usage and redistribution is subject to a license. For further information, please contact us at [email protected] information herein is provided strictly for private general reference only and all index information may be revised at any time by Markit after first publication. The index information does not constitute any express or implied advice or recommendation by Markit indices and/or their affiliates as financial, investment, legal, tax or other advice of any kind, nor should they be regarded as an offer, recommendation, or as a solicitation of an offer to buy, sell or otherwise deal in any investment or securities. Neither Markit indices nor its affiliates makes any representation or warranty as to the accuracy, completeness or reliability of any Index information at any particular time or accepts any liability whatsoever (whether in tort, contract or otherwise) for any damage or loss arising directly or indirectly from use of such information. Investment involves risks. Prospective investors should seek independent investment advice to ensure that any of their decisions is made with regard to their own investment objectives, financial circumstances and other particular needs.

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iBoxx indices provide the basis for over 150 ETFs globally and is the largest index provider to global corporate bond ETF issuers with over $100bn in AUM.

Top bond ETFs by AUM linked to iBoxx indicesETF name Markit iBoxx Index Underlying AUM (in USD)

iShares iBoxx $ Investment Grade Corporate Bond iBoxx USD Liquid Investment Grade Index 31.52 bn

iShares iBoxx $ High Yield Corporate Bond iBoxx USD Liquid High Yield Index 19.38 bn

iShares $ Corporate Bond UCITS iBoxx USD Liquid Investment Grade Index 6.10 bn

iShares Euro High Yield Corporate Bond UCITS iBoxx EUR Liquid High Yield 5.89 bn

iShares Euro Corporate Bond Large Cap UCITS iBoxx EUR Liquid Corporates Large Cap 4.64 bn

iShares $ High Yield Corporate Bond UCITS iBoxx USD Liquid High Yield Index 4.16 bn

ABF Pan Asia Bond Index Fund iBoxx ABF Index 3.87 bn

Amundi FI FLOATING RATE USD CORPORATE UCITS iBoxx USD Liquid FRN Investment Grade Corporates 100 3.68 bn

iShares 0-5 Year High Yield Corporate Bond iBoxx USD Liquid Investment Grade 0-5 Index 2.39 bn

iShares Euro Ultrashort Bond UCITS iBoxx EUR Liquid Investment Grade Ultrashort Index 2.35 bn

AuM data as of 1st May 2017

Standardized Total Return Swaps contracts on iBoxx indices — Enables investors to gain or hedge exposure to the corporate bond and leveraged loan markets easily and efficiently — Utilizes standard trading documentation, including standard term supplement and short form confirmation — Trades referencing 2006 ISDA Credit Definitions

Standardized Total Return Swap contracts available on selected iBoxx indices Index name RED ID BBG

iBoxx GBP Corporates 4J623NAA9 IYDU

iBoxx EUR Corporates 4J6230AA7 QWSA

iBoxx USD Liquid Investment Grade 4J622TAA7 ICPRDOV

iBoxx USD Liquid High Yield Index 4J6233AA8 IBOXHY

iBoxx EUR Liquid High Yield Index 4J623RAA0 IBOXXMJA

iBoxx USD Liquid Leveraged Loans Index 4J623WAA9 IBXXLLTR

iBoxx Trepp CMBS Original AAA Rolling Index 4J6243AA0 IBXXCMRT

iBoxx USD Liquid High Yield Oil & Gas (5/25/50 Issuer Cap) 4J624NAA8 IBXXLOGI