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S&P DJI combines global reach with local expertise, working with exchanges around the world to build indices for both the local and international investment communities.
For over 20 years, our renowned SPIVA research has measured actively managed funds against their index benchmarks worldwide.
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S&P DJI combines global reach with local expertise, working with exchanges around the world to build indices for both the local and international investment communities.
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For over 20 years, our renowned SPIVA research has measured actively managed funds against their index benchmarks worldwide.
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Register to attend complimentary webinars and deepen your knowledge of current trends and issues impacting the index universe today.
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The rules-based iTraxx indices comprise the most liquid names in the European, Asian, Middle Eastern and African markets. The selection methodology ensures that the indices are replicable and represent the most liquid, traded part of the market.
iTraxx indices allow investors to express their bullish or bearish sentiments on credit as an asset class and help portfolio managers actively manage their credit exposures.
Europe
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. The benchmark iTraxx Europe index comprises 125 equally-weighted European names. The iTraxx Crossover index comprises the 75 most liquid sub-investment grade entities. Total Return indices are calculated and published hourly for iTraxx Europe, Asia and Crossover. These indices measure the performance of the respective on-the-run iTraxx CDS contracts.
Asia & Emerging Markets
The Asia-Pacific iTraxx indices typically trade on a 5-year maturity, with a new series determined in the basis of liquidity every six months. Our suite of Asia-Pacific iTraxx indices include the investment-grade iTraxx Asia ex-Japan index with 40 equally-weighted Asian entities, a iTraxx Australia index with 25 equally-weighted Australian entities and a iTraxx Japan index with 50 equally-weighted Japanese entities. Also part of the iTraxx family is the iTraxx CEEMEA index, which is a tradable index, composed of 25 equally weighted corporate and quasi-sovereign entities from Central & Eastern European, Middle Eastern and African countries.
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CDS Index Commitments
Summary
On 20 July 2016, the European Commission issued a decision in Case COMP/AT.39745 - CDS Information Market in which it accepted certain commitments offered by Markit. The commitments are available from the European Commission's website.
The commitments adopted by the Commission include:
In connection with the CDX and iTraxx index advisory committees, Markit would like to invite firms who are interested in joining any of the advisory committees listed below to please contact either itraxxadvisory@ihsmarkit.com or cdxadvisory@ihsmarkit.com in the first instance.
Monitoring Trustee
IHS Markit has appointed FTI as the Monitoring Trustee to monitor its compliance with these commitments. FTI's contact details are set out below:
FTI Investigations, LLC
c/o FTI Consulting, Inc.
1166 Avenue of the Americas, 15th Floor
New York, NY 10036
Tel: +1 212-841-9362
monitoringtrustee@fticonsulting.com
Important notifications and public information about our indices, including changes to upcoming series following index rolls, credit events on constituents and issuance of new indices.
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Publicly available documentation relating to our indices, including methodologies, annexes and educational guides, as well as trading and legal documents for tradable indices.
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2016 Global Capital Americas Derivatives Awards: Index provider of the year
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