Markit iTraxx News
Markit iTraxx Series 10 Presentations
September 2008 - The following are the Markit iTraxx Series 10 presentations:
Markit iTraxx Europe S10 Presentation (pdf) Markit iTraxx Asia S10 Presentation (pdf)Markit iTraxx Series 10 Final Membership Lists
September 2008 - The following are the final membership lists for Markit iTraxx Series 10:
Markit iTraxx Europe S10 - September 2008 (pdf) Markit iTraxx Asia ex-Japan S10 - September 2008 (pdf) Markit iTraxx Australia S10 - September 2008 (pdf) Markit iTraxx Japan S10 - September 2008 (pdf)Changes to the Markit iTraxx Australia indices
September 25, 2008 - Markit today announced that the 10-year maturity of the iTraxx
Changes to the Markit iTraxx Japan indices
September 24, 2008 - Markit today announced that the Markit iTraxx Japan HiVol index will not be rolled into Series 10.
In addition, the 3-year and 10-year maturities of the Markit iTraxx Japan main index will be discontinued.
Markit iTraxx Series 10 Index Roll
September 29, 2008 - The Markit iTraxx Europe and Asia/Japan Indices are rolling into Series 10. Please find below the Series 10 Index Red codes.
Markit iTraxx Red Codes and Coupons for Roll
| Index Name | Old Index RED | New Index RED | 3Y | 5Y | 7Y | 10Y |
|---|---|---|---|---|---|---|
| iTraxx Asia ex-Japan HY | 4ABCAGAB5 | 4ABCAGAC3 | - | 500 | - | - |
| iTraxx Asia ex-Japan IG | 4ABCAMAB2 | 4ABCAMAC0 | - | 200 | - | - |
| iTraxx Australia | 2I668IAI3 | 2I668IAJ1 | - | 200 | - | - |
| iTraxx Europe | 2I666VAI6 | 2I666VAJ4 | 100 | 120 | 125 | 130 |
| iTraxx Europe Crossover | 2I667KAJ7 | 2I667KAK4 | 530 | 560 | 550 | 540 |
| iTraxx Europe HiVol | 2I667LAI7 | 2I667LAJ5 | 185 | 220 | 225 | 230 |
| iTraxx Europe Non-Financial | 2I667NAI3 | 2I667NAJ1 | - | 120 | - | 130 |
| iTraxx Europe Senior Financials | 2I667DAI5 | 2I667DAJ3 | - | 120 | - | 130 |
| iTraxx Europe Sub Financials | 2I667EAJ1 | 2I667EAK8 | - | 220 | - | 230 |
| iTraxx Japan | 2I668HAI5 | 2I668HAJ3 | - | 150 | - | - |
Markit iTraxx Series 10 Provisional Membership Lists
September 2008 - The following are the provisional membership lists for Markit iTraxx Series 10:
Markit iTraxx Europe S10 - September 2008 (pdf) Markit iTraxx Asia ex-Japan S10 - September 2008 (pdf) Markit iTraxx Australia S10 - September 2008 (pdf) Markit iTraxx Japan S10 - September 2008 (pdf)