Markit IBoxx FTP Guide 201507

Markit iBoxx
FTP Guide
June 2015
Markit iBoxx FTP Guide
Table of Contents
1 Markit Indices Data via FTP ........................................................................................................................ 3
1.1 Introduction ........................................................................................................................................................ 3
1.2 How to Subscribe ................................................................................................................................................ 3
1.3 How to Access..................................................................................................................................................... 3
1.4 What Data is Available........................................................................................................................................ 3
1.4.1 FTP Folders ..................................................................................................................................................3
1.5 File Publication Times ......................................................................................................................................... 4
2 Current File Specifications ........................................................................................................................ 17
2.1 Monthly Index Membership Files ..................................................................................................................... 17
2.1.1 Filename Convention ............................................................................................................................... 17
2.1.2 Data Format Convention .......................................................................................................................... 18
2.2 Monthly Cross Reference (XREF) Information.................................................................................................. 49
2.3 Forward Files .................................................................................................................................................... 56
2.4 Previews for Index Members............................................................................................................................ 61
2.5 End-Of-Day Index Data ..................................................................................................................................... 62
2.5.1.1 Data Format Convention ...................................................................................................................... 63
2.6 End-Of-Day Underlying Data .......................................................................................................................... 117
2.6.1 Filename Convention ............................................................................................................................. 117
2.6.2 Data Format Convention ........................................................................................................................ 119
2.7 Basket Currency Weights and Constant Factors ............................................................................................ 163
2.7.2 File Name Connvention .......................................................................................................................... 163
2.7.3 Data Format Convention ........................................................................................................................ 163
2.8 Price metrics files............................................................................................................................................ 164
2.8.1 File Name Convention ............................................................................................................................ 164
2.8.2 Data Format convention ........................................................................................................................ 164
2.9 iTraxx CDS Indices ........................................................................................................................................... 166
2.9.1 File Name Convention ............................................................................................................................ 166
2.9.2 Data Format convention ........................................................................................................................ 166
3 Further Information ............................................................................................................................... 169
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Copyright © 2015, Markit Group Limited. All rights reserved. www.markit.com
1 Markit Indices Data via FTP

1.1 Introduction
This document gives an overview of the data available via the FTP site from Markit. The FTP service complements
the website, indices.markit.com, for regular users and automated data retrieval and processing for institutional
users.
1.2 How to Subscribe

In order to subscribe to Markit Indices data via FTP please contact Markit Sales at iBoxxData_Sales@markit.com.
1.3 How to Access

The FTP Server is accessible via FTP Service at ftp://indices.markit.com. The FTP may be operated via specific FTP
client programmes.
Markit Indices recommends that all clients use DNS lookup to resolve resource names to IP addresses. The current
DNS name for data file transmissions is: indices.markit.com.
The FTP server allows both ACTIVE and PASSIVE FTP. The FTP access may have to be configured on the individual
firewall.
1.4 What Data is Available

Data on the iBoxx bond indices and their underlying constituents are available on the FTP site. The downloadable
history varies for each index. In the Underlyings and Indices folders there is daily history going back 30 days. There
are also separate folders containing the full history for each index. These folders are noted by “_his” and require an
additional license. To receive historical data, please contact iBoxx@markit.com.
The FTP Server also contains the monthly constituent files and any preliminary membership lists available for the
coming month. The FTP Service offers data on the iTraxx credit derivative indices as well.
The data is stored in Comma-Separated-Value files (*.CSV). The first line of the file is the header row.
A holiday calendar, noting which holidays an index family is or is not calculated on, is posted on the Markit website
at the following link:
 https://products.markit.com/indices/data/Calendar.asp
1.4.1 FTP Folders

Within each of the folders in the File Directories section, there is a tree of folders which contain various files.
As an example, you can see a screen shot of the USD Benchmark folder tree below:
 EOD_UNDERLYINGS
This file contains daily pricing and other analytics at the constituent level. Underlying files are published on
each day the respective overall index is calculated and published. For global indices an underlying file is
published if at least one market is open.
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 EOD_INDICES
This file contains index levels and other analytics for the overall index as well as any sub-indices. Index files
are published on each day the respective market is open. For global indices a file is published if at least one
market is open.
 EOM_XREF
This is a cross reference file that enables users to match constituents to indices and vice versa. It shows
ISINs for every price index, total return index and for every constituent, together with the amount
outstanding for each bond.
 EOM_COMPONENTS
This file is published at the beginning of every month, and contains the new constituents for the month
along with additional analytics. Within the EOM_Components folders for most benchmark indices, there is
also a folder labeled “Preview.” This folder contains membership preview files published prior to the
rebalancing.
 IBOXX_XXX_his
This folder contains historical data for the specified index. You will only be able to view the contents of the
historical data folders if historical data is part of your license.
Some custom indices and other select benchmark indices have full historical data within the main indices
and underlyings folders. The back-tested history may be grouped by year.
1.5 File Publication Times

Below is a list of the files posted on the FTP site, as well as the time they are published. It contains the earliest
possible time they may appear on the FTP as well as the latest time they will be published by.
The below files are in the ABF benchmark family and can be found within the root directory: IBOXX_ABF on the FTP
site.
Index Index Name File Name Earliest Latest

Family Publication Publication
Time CET Time CET
ABF ABF - Indices iboxx_abf_eod_indices_YYYYMMDD.csv 15:00:00 16:30:00
ABF ABF - Underlyings iboxx_abf_eod_underlyings_YYYYMMDD.csv 15:00:00 16:30:00
ABF ABF - iboxx_abf_eom_components_YYYYMM.csv 08:00:00 T+1 EOD T+1
Components
ABF ABF - Forward iboxx_abf_eom_forward_rates_YYYYMM.csv 15:00:00 T-1 EOD T+1
Rates
ABF ABF - XREF iboxx_abf_eom_xref_YYYYMM.csv 10:00:00 T+1 EOD T+1
ABF ABF - Spot Rates iboxx_abf_eod_spot_rates_YYYYMMDD.csv 15:00:00 16:30:00
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The below files are in the Asia family and can be found within the root directory: IBOXX_ASIA on the FTP site.

Time CET Time CET
Asia ASIA - Indices iboxx_asia_eod_indices_YYYYMMDD.csv 16:30:00 17:30:00 PM
Asia ASIA - iboxx_asia_eod_underlyings_YYYYMMDD.csv 16:30:00 17:30:00 PM
Underlyings
Asia ASIA - Spot Rates iboxx_asia_eod_spot_rates_YYYYMMDD.csv 16:30:00 17:30:00 PM
Asia ASIA - iboxx_asia_eom_components_YYYYMMDD.csv 16:00:00 T-1 EOD T+1
Components
Asia ASIA - Forward iboxx_asia_eom_forward_rates_YYYYMM.csv 16:00:00 T-1 EOD T+1
Rates
Asia ASIA - XREF iboxx_asia_eom_xref_YYYYMM.csv 10:00:00 T+1 EOD T+1
The below files are in the Inflation-Linked family and can be found within the root directory: IBOXX_ILB on the FTP
site. This directory contains information on 3 fixings: EU_EOD, FE_EOD and US_EOD.

Time CET Time CET
Inflation ILB - Local Indices iboxx_ilb_eu_eod_localindices_YYYYMMDD.csv 18:45:00 21:30:00
Linked (EU)
Inflation ILB - Local Indices iboxx_ilb_fe_eod_localindices_YYYYMMDD.csv 13:00:00 13:30:00
Linked (FE)
Inflation ILB - Local Indices iboxx_ilb_us_eod_localindices_YYYYMMDD.csv 0:15:00 2:30:00
Linked (US)
Inflation ILB - Aggregate iboxx_ilb_eu_eod_aggregatedindices_YYYYMMDD.csv 18:45:00 21:30:00
Linked Indices (EU)
Inflation ILB - Aggregate iboxx_ilb_fe_eod_aggregatedindices_YYYYMMDD.csv 13:00:00 13:30:00
Linked Indices (FE)
Inflation ILB - Aggregate iboxx_ilb_us_eod_aggregatedindices_YYYYMMDD.csv 0:15:00 2:30:00
Linked Indices (US)
Inflation ILB - TIPS Indices iboxx_ilb_us_eod_TIPS_indices_YYYYMMDD.csv 0:15:00 2:30:00
Linked (US)
Inflation ILB - Underlyings iboxx_ilb_eu_eod_underlyings_YYYYMMDD.csv 18:45:00 21:30:00
Linked (EU)
Inflation ILB - Underlyings iboxx_ilb_fe_eod_underlyings_YYYYMMDD.csv 13:00:00 13:30:00
Linked (FE)
Inflation ILB - Underlyings iboxx_ilb_us_eod_underlyings_YYYYMMDD.csv 0:15:00 2:30:00
Linked (US)
Inflation ILB - Components iboxx_ilb_eom_components_YYYYMM.csv 08:00:00 T+1 EOD T+1
Linked
Inflation ILB - XREF iboxx_ilb_eom_xref_YYYYMM.csv 14:00:00 T+1 EOD T+1
Linked
The below files are in the Euro Benchmark, Euro Liquid and Euro Money Market families and can be found within the
root directory: IBOXX_EUR on the FTP site.

Time CET Time CET
EUR EUR - Indices iboxx_eur_eod_indices_YYYYMMDD.csv 18:45:00 20:30:00
Benchmark
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EUR EUR - Indices iboxx_eur_eod_indices_mid_YYYYMMDD.csv 18:45:00 20:30:00

Benchmark (MID)
EUR EUR - iboxx_eur_eod_underlyings_YYYYMMDD.csv 18:45:00 20:30:00
Benchmark Underlyings
EUR EUR - iboxx_eur_eod_underlyings_mid_YYYYMMDD.csv 18:45:00 20:30:00
(MID)
EUR EUR - Indices iboxx_eur_1300cet_indices_YYYYMMDD.csv 13:30:00 14:15:00
Benchmark (Midday)
EUR EUR - iboxx_eur_eom_components_YYYYMM.csv 23:00:00 T-1 EOD T+1
Benchmark Components
EUR EUR - XREF iboxx_eur_eom_xref_YYYYMM.csv 08:00:00 T+1 EOD T+1
Benchmark
EUR EUR - iboxx_eur_eod_priceflags_YYYYMMDD.csv 18:45:00 20:00:00
Benchmark Consolidation
Priceflags
EUR EUR - EUR/GBP iboxx_eurgbp_check_accrued_YYYYMMDD.csv 18:00:00 20:00:00
Benchmark Accrued Check
EUR EUR - Indices iboxx_eur_1300cet_indices_mid_YYYYMMDD.csv 13:30:00 14:15:00
Benchmark (MID) (Midday)
EUR EUR - iboxx_eur_1300cet_underlyings_YYYYMMDD.csv 13:30:00 14:15:00
(Fixings)
EUR EUR - iboxx_eur_1300cet_underlyings_mid_YYYYMMDD.csv 13:30:00 14:15:00
(MID) (Midday)
EUR Liquid EUR Liquid - iboxx_eur_lq_eod_indices_YYYYMMDD.csv 19:00:00 21:30:00
Indices
EUR Liquid EUR Liquid - iboxx_eur_lq_1300cet_indices_YYYYMMDD.csv 13:30:00 14:15:00
Indices (Fixings)
EUR Liquid EUR Liquid - iboxx_eur_lq_eod_underlyings_YYYYMMDD.csv 19:00:00 21:30:00
Underlyings
EUR Liquid EUR Liquid - iboxx_eur_lq_1300cet_underlyings_YYYYMMDD.csv 13:30:00 14:15:00
Underlyings
(Fixings)
EUR Liquid EUR Liquid - iboxx_eur_lq_eom_components_YYYYMM.csv 23:00:00 T-1 EOD T+1
Components
EUR Liquid EUR Liquid - XREF iboxx_eur_lq_eom_xref_YYYYMM.csv 08:00:00 T+1 EOD T+1
EUR EUR Liquid MM - iboxx_eur_lq_sov_mm_eod_indices_YYYYMMDD.csv 19:45:00 22:00:00
MoneyMarket Indices (EUR
Liquid
Sovereigns)
EUR EUR Liquid MM - iboxx_eur_lq_sov_mm_eod_underlyings_YYYYMMDD.csv 19:45:00 22:00:00
MoneyMarket Underlyings (EUR
Liquid
Sovereigns)
EUR EUR Liquid MM - iboxx_eur_lq_sov_mm_eom_components_YYYYMM.csv 08:00:00 T+1 EOD T+1
MoneyMarket Components
(EUR Liquid
Sovereigns)
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The below files are in the Euro High Yield and Euro High Yield Sovereign families and can be found within the root
directory: IBOXX_EUR_HY on the FTP site.

Time CET Time CET
EUR High EUR High Yield iboxx_eur_eod_indices_YYYYMMDD.csv 19:15:00 21:30:00
Yield (Sovereigns) -
Indices
EUR High EUR High Yield iboxx_eur_eod_underlyings_YYYYMMDD.csv 19:15:00 21:30:00
Underlyings
EUR High EUR High Yield - iboxx_eur_hy_eod_indices_YYYYMMDD.csv 19:00:00 21:30:00
Yield Indices
EUR High EUR High Yield - iboxx_eur_hy_eod_underlyings_cumcrossover_YYYYMMDD.csv 19:00:00 21:30:00
Yield Underlyings
(Cum Crossover)
EUR High EUR High Yield - iboxx_eur_hy_eod_underlyings_excrossover_YYYYMMDD.csv 19:00:00 21:30:00
Yield Underlyings (Ex
Crossover)
EUR High EUR High Yield - iboxx_eur_hy_eom_components_cumcrossover_YYYYMM.csv 23:00:00 T-1 EOD T+1
Yield Components
(Cum Crossover)
EUR High EUR High Yield - iboxx_eur_hy_eom_components_excrossover_YYYYMM.csv 23:00:00 T-1 EOD T+1
Yield Components (Ex
Crossover)
EUR High EUR High Yield - iboxx_eur_hy_eom_xref_YYYYMM.csv 08:00:00 T+1 EOD T+1
Yield XREF
EUR High EUR High Yield iboxx_eur_eod_indices_YYYYMMDD.csv 19:00:00 21:30:00
Sovereign Indices
EUR High EUR High Yield iboxx_eur_eod_underlyings_YYYYMMDD.csv 19:00:00 21:30:00
Sovereign Underlyings
EUR High EUR High Yield iboxx_eur_eom_components_YYYYMM.csv 23:00:00 T-1 EOD T+1
Sovereign Components
EUR High EUR High Yield iboxx_eur_eom_xref_YYYYMM.csv 23:00:00 T-1 EOD T+1
Sovereign XREF
The below files are in the Euro High Yield Covered family and can be found within the root directory:
IBOXX_EUR_HY_COVERED on the FTP site.

Time CET Time CET
EUR High EUR High Yield iboxx_eur_hy_covered_eod_indices_YYYYMMDD.csv 19:00:00 21:30:00
Yield Covered Covered - Indices
EUR High EUR High Yield iboxx_eur_hy_covered_eod_underlyings_YYYYMMDD.csv 19:00:00 21:30:00
Yield Covered Covered -
Underlyings
The below files are in the Euro Liquid High Yield family and can be found within the root directory:
IBOXX_EUR_HY_LQ on the FTP site.
7 of 169

Time CET Time CET
EUR Liquid EUR Liquid High iboxx_eur_hy_lq_eod_indices_YYYYMMDD.csv 19:00:00 21:30:00
High Yield Yield - Indices
EUR Liquid EUR Liquid High iboxx_eur_hy_lq_eod_underlyings_YYYYMMDD.csv 19:00:00 21:30:00
High Yield Yield -
Underlyings
EUR Liquid EUR Liquid High iboxx_eur_hy_lq_eom_components_YYYYMM.csv 23:00:00 T-1 EOD T+1
High Yield Yield -
Components
EUR Liquid EUR HY LQ iboxx_eur_hy_lq_top30_eod_underlyings_YYYYMMDD.csv 19:00:00 21:30:00
High Yield Top TOP30
30 Underlyings
EUR Liquid EUR HY LQ iboxx_eur_hy_lq_top30_eom_components_YYYYMM.csv 23:00:00 T-1 EOD T+1
High Yield Top TOP30
30 Components
The below files are in the GBP Benchmark, GBP Liquid and GBP Mid-Priced families and can be found within the root
directory: IBOXX_GBP on the FTP site.

Time CET Time CET
GBP GBP - iboxx_gbp_eod_priceflags_YYYYMMDD.csv 19:00:00 21:30:00
Benchmark Consolidation
Priceflags
GBP GBP - Indices iboxx_gbp_1300cet_indices_YYYYMMDD.csv 13:30:00 14:15:00
Benchmark (Midday)
GBP GBP - iboxx_gbp_eod_underlyings_YYYYMMDD.csv 19:00:00 21:30:00
GBP GBP - iboxx_gbp_1300cet_underlyings_YYYYMMDD.csv 13:30:00 14:15:00
(Midday)
GBP GBP - Indices iboxx_gbp_eod_indices_YYYYMMDD.csv 19:00:00 21:30:00
Benchmark
GBP GBP - iboxx_gbp_eom_components_YYYYMM.csv 23:00:00 T-1 EOD T+1
GBP GBP - XREF iboxx_gbp_eom_xref_YYYYMM.csv 08:00:00 T+1 EOD T+1
Benchmark
GBP GBP - Indices iboxx_gbp_eod_indices_mid_YYYYMMDD.csv 19:00:00 21:30:00
Benchmark (MID)
Mid Priced
GBP GBP - Indices iboxx_gbp_1300cet_indices_mid_YYYYMMDD.csv 13:30:00 14:15:00
Benchmark (MID) (Midday)
Mid Priced
GBP GBP - iboxx_gbp_1300cet_underlyings_mid_YYYYMMDD.csv 13:30:00 14:15:00
Mid Priced (MID) (Midday)
GBP GBP - iboxx_gbp_eod_underlyings_mid_YYYYMMDD.csv 19:00:00 21:30:00
Mid Priced (MID)
GBP GBP - iboxx_gbp_eom_components_mid_YYYYMM.csv 23:00:00 T-1 EOD T+1
Mid Priced (MID)
8 of 169
GBP GBP - XREF (MID) iboxx_gbp_eom_xref_mid_YYYYMM.csv 10:00:00 T+1 EOD T+1

Benchmark
Mid Priced
GBP Liquid GBP Liquid - iboxx_gbp_lq_eod_indices_YYYYMMDD.csv 19:00:00 21:30:00
Indices
GBP Liquid GBP Liquid - iboxx_gbp_lq_1300cet_indices_YYYYMMDD.csv 13:30:00 14:15:00
Indices (Midday)
GBP Liquid GBP Liquid - iboxx_gbp_lq_eod_underlyings_YYYYMMDD.csv 19:00:00 21:30:00
Underlyings
GBP Liquid GBP Liquid - iboxx_gbp_lq_1300cet_underlyings_YYYYMMDD.csv 13:30:00 14:15:00
Underlyings
(Midday)
GBP Liquid GBP Liquid - iboxx_gbp_lq_eom_components_YYYYMM.csv 23:00:00 T-1 EOD T+1
Components
GBP Liquid GBP Liquid - XREF iboxx_gbp_lq_eom_xref_YYYYMM.csv 08:00:00 T+1 EOD T+1
GBP Liquid GBP Liquid 100 - iboxx_gbp_lq_100_eod_indices_YYYYMMDD.csv 19:00:00 21:30:00
100 Indices
GBP Liquid GBP Liquid 100 - iboxx_gbp_lq_100_eod_underlyings_YYYYMMDD.csv 19:00:00 21:30:00
100 Underlyings
GBP Liquid GBP Liquid 100 - iboxx_gbp_lq_100_eom_components_YYYYMM.csv 08:00:00 T+1 EOD T+1
100 Components
The below files are in the Global Developed High Yield, Global Developed High Yield Capped and Global Developed
High Yield ex USD families and can be found within the root directory: IBOXX_GLOBALHY on the FTP site.

Time CET Time CET
iBoxx Global GblDevHy Indices iboxx_gbldevhy_eod_indices_YYYYMMDD.csv 22:30:00 23:30:00
Developed
High Yield
iBoxx Global GblDevHy iboxx_gbldevhy_eod_underlying_YYYYMMDD.csv 22:30:00 23:30:00
Developed Underlying
High Yield
iBoxx Global GblDevHy iboxx_GblDevHy_eom_components_YYYYMM.csv 10:00:00 T+1 EOD T+1
Developed Components
High Yield
iBoxx Global GblDevHy XREF iboxx_GblDevHy_eom_xref_YYYYMM.csv 10:00:00 T+1 EOD T+1
Developed
High Yield
iBoxx Global GblDevHyCapped iboxx_gbldevhycapped_eod_underlying_YYYYMMDD.csv 22:30:00 23:30:00
Developed Underlying
High Yield
Capped
iBoxx Global GblDevHyCapped iboxx_gbldevhycapped_eod_indices_YYYYMMDD.csv 22:30:00 23:30:00
Developed Indices
High Yield
Capped
iBoxx Global GblDevHyCapped iboxx_GblDevHyCapped_eom_components_YYYYMM.csv 10:00:00 T+1 EOD T+1
Developed Components
High Yield
Capped
iBoxx Global GblDevHy Indices iboxx_gbldevhyexusd_eod_indices_YYYYMMDD.csv 22:30:00 23:30:00
Developed ex USD
High Yield ex
US
9 of 169
iBoxx Global GblDevHy iboxx_gbldevhyexusd_eod_underlying_YYYYMMDD.csv 22:30:00 23:30:00

Developed Underlying ex
High Yield ex USD
US
iBoxx Global GblDevHy iboxx_GblDevHyexusd_eom_components_YYYYMM.csv 08:00:00 T+1 EOD T+1
Developed Components ex
High Yield ex USD
US
The below files are in the Global Sovereign Japan family and can be found within the root directory: IBOXX_JPY on
the FTP site.

Time CET Time CET
iBoxx Global Global iboxx_jpy_fe_eod_indices_YYYYMMDD.csv 10:15:00 12:00:00
Sovereigns Sovereigns -
JPY Indices (JPY)
iBoxx Global Global iboxx_jpy_fe_eod_underlyings_YYYYMMDD.csv 10:15:00 12:00:00
JPY Underlyings (JPY)
iBoxx Global Global iboxx_jpy_eom_components_YYYYMM.csv 08:00:00 T+1 EOD T+1
JPY Components
(JPY)
iBoxx Global Global iboxx_jpy_eom_xref_YYYYMM.csv 08:00:00 T+1 EOD T+1
Sovereigns Sovereigns - XREF
JPY (JPY)
The below files are in the Singapore Dollar family and can be found within the root directory: IBOXX_SGD on the FTP
site.

Time CET Time CET
iBoxx SGD - Indices iboxx_sgd_eod_indices_YYYYMMDD.csv 15:00:00 16:30:00
Singapore
Dollar
iBoxx SGD - iboxx_sgd_eod_underlyings_YYYYMMDD.csv 15:00:00 16:30:00
Singapore Underlyings
Dollar
iBoxx SGD - iboxx_sgd_eom_components_YYYYMM.csv 08:00:00 T+1 EOD T+1
Singapore Components
Dollar
iBoxx SGD - XREF iboxx_sgd_eom_xref_YYYYMM.csv 08:00:00 T+1 EOD T+1
Singapore
Dollar
10 of 169
The below file is for the Pension Liability index and can be found within the root directory:
IBOXX_USD_PENSION_LIABILITY on the FTP site.

Time CET Time CET
Liability US Liability - iboxx_usd_eod_pensionindices_YYYYMMDD.csv 22:00:00 22:15:00
Indices Indices
The below files are in the USD Liquid, USD Liquid High Yield, USD Liquid HY Mid, USD Liquid HY Capped, USD Liquid
Investment Grade, USD Liquid IG Mid, USD Liquid Top 30 families and can be found within the root directory:
IBOXX_USD_LQ on the FTP site.

Time CET Time CET
iBoxx USD USD Liquid iboxx_usd_lq_hy_eod_indices_YYYYMMDD.csv 22:30:00 23:30:00
Liquid High HighYield -
Yield Indices
iBoxx USD USD Liquid iboxx_usd_lq_hy_eod_underlyings_YYYYMMDD.csv 22:30:00 23:30:00
Yield Underlyings
iBoxx USD USD Liquid iboxx_usd_lq_hy_eom_components_YYYYMMDD.csv 08:00:00 T+1 EOD T+1
Yield Components
iBoxx USD Capped USD HY iboxx_usd_lq_hy_capped_eod_indices_YYYYMMDD.csv 22:30:00 23:30:00
Liquid High Index Indices
Yield Capped
iBoxx USD Capped USD HY iboxx_usd_lq_hy_capped_eod_underlyings_YYYYMMDD.csv 22:30:00 23:30:00
Liquid High Index
Yield Capped Underlyings
iBoxx USD Capped USD HY iboxx_usd_lq_hy_capped_eom_components_YYYYMM.csv 08:00:00 T+1 EOD T+1
Liquid High Index
Yield Capped Components
iBoxx USD USD Liquid iboxx_usd_lq_hy_mid_eod_indices_YYYYMMDD.csv 22:30:00 23:30:00
Yield Mid Indices MID
iBoxx USD USD Liquid iboxx_usd_lq_hy_mid_eod_underlyings_YYYYMMDD.csv 22:30:00 23:30:00
Yield Mid Underlyings MID
iBoxx USD USD Liquid iboxx_usd_lq_hy_mid_eom_components_YYYYMM.csv 08:00:00 T+1 EOD T+1
Yield Mid Components MID
iBoxx USD USD Liquid IG - iboxx_usd_lq_ig_eod_indices_YYYYMMDD.csv 22:30:00 23:30:00
Liquid Indices
Investment
Grade
iBoxx USD USD Liquid IG - iboxx_usd_lq_ig_eod_underlyings_YYYYMMDD.csv 22:30:00 23:30:00
Liquid Underlyings
Investment
Grade
iBoxx USD USD Liquid IG - iboxx_usd_lq_ig_eom_components_YYYYMM.csv 08:00:00 T+1 EOD T+1
Liquid Components
Investment
Grade
11 of 169
iBoxx USD USD Liquid IG iboxx_usd_lq_ig_mid_eod_indices_YYYYMMDD.csv 22:30:00 23:30:00

Liquid Mid Price-
Investment Indices
Grade Mid
iBoxx USD USD Liquid IG iboxx_usd_lq_ig_mid_eod_underlyings_YYYYMMDD.csv 22:30:00 23:30:00
Liquid Mid Price-
Investment Underlyings
Grade Mid
iBoxx USD USD Liquid IG iboxx_usd_lq_ig_mid_eom_components_YYYYMM.csv 08:00:00 T+1 EOD T+1
Liquid Mid Price-
Investment Components
Grade Mid
iBoxx USD Top USD TOP30 - iboxx_usd_lq_ig_top30_eod_indices_YYYYMMDD.csv 22:30:00 23:30:00
30 Indices
iBoxx USD Top USD TOP30 - iboxx_usd_lq_ig_top30_eod_underlyings_YYYYMMDD.csv 22:30:00 23:30:00
30 Underlyings
iBoxx USD Top USD TOP30 - iboxx_usd_lq_ig_top30_eom_components_YYYYMM.csv 08:00:00 T+1 EOD T+1
30 Components
iBoxx USD Top USD LQ (HY, IG, iboxx_usd_lq_fcy_YYYYMMDD.csv 22:30:00 23:30:00
30 Top30) Indices -
CAD Hedged
The below files are in the GEMX family and can be found within the root directory: IBOXX_GEMX on the FTP site.

Time CET Time CET
iBoxx Global GEMX - Indices iboxx_gemx_eod_indices_YYYYMMDD.csv 02:00:00 03:30:00
EM (t+1) (t+1)
Sovereigns
(GEMX)
iBoxx Global GEMX - iboxx_gemx_eod_underlyings_YYYYMMDD.csv 02:00:00 03:30:00
EM Underlyings (t+1) (t+1)
Sovereigns
(GEMX)
iBoxx Global GEMX - iboxx_gemx_eom_components_YYYYMM.csv 08:00:00 T+1 EOD T+1
EM Components
Sovereigns
(GEMX)
iBoxx Global GEMX - XREF iboxx_gemx_eom_xref_YYYYMM.csv 08:00:00 T+1 EOD T+1
EM
Sovereigns
(GEMX)
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The below files are in the USD Benchmark family and can be found within the root directory: IBOXX_USD on the FTP
site.

Time CET Time CET
iBoxx USD USD - Indices iboxx_usd_eod_indices_YYYYMMDD.csv 00:00:00 02:00:00
Benchmark (t+1) (t+1)
iBoxx USD USD - Short iboxx_short_usd_eod_indices_YYYYMMDD.csv 00:00:00 02:00:00
Benchmark Treasuries (t+1) (t+1)
iBoxx USD USD - iboxx_usd_eod_underlyings_YYYYMMDD.csv 00:00:00 02:00:00
Benchmark Underlyings (t+1) (t+1)
iBoxx USD USD - iboxx_usd_eom_components_YYYYMM.csv 08:00:00 T+1 EOD T+1
iBoxx USD USD - XREF iboxx_usd_eom_xref_YYYYMM.csv 08:00:00 T+1 EOD T+1
Benchmark
The below files are in the USD Emerging Market Corporates family and can be found within the root directory:
IBOXX_EM_CORP on the FTP site.

Time CET Time CET
iBoxx USD EM Corp iboxx_em_usd_corp_eod_indices_YYYYMMDD.csv 0:00:00 02:00:00
Emerging Indices (t+1)
Market
Corporates &
Sub-
Sovereigns
(USD)
iBoxx USD EM Corp iboxx_em_usd_corp_eod_underlyings_YYYYMMDD.csv 0:00:00 02:00:00
Emerging Underlyings (t+1)
Market
Corporates &
Sub-
Sovereigns
(USD)
iBoxx USD EM Corp iboxx_em_usd_corp_eom_Components_YYYYMM.csv 08:00:00 T+1 EOD T+1
Emerging Components
Market
Corporates &
Sub-
Sovereigns
(USD)
iBoxx USD EM Corp iboxx_em_usd_corp_eom_XREF_YYYYMM.csv 08:00:00 T+1 EOD T+1
Emerging XREF
Market
Corporates &
Sub-
Sovereigns
(USD)
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The below files are in the USD Emerging Market Sovereigns and USD Emerging Market Sovereign Liquid families and
can be found within the root directory: IBOXX_EM on the FTP site.

Time CET Time CET
iBoxx USD EM Emerging iboxx_em_eod_underlyings_YYYYMMDD.csv 02:00:00 03:30:00
Sovereigns Markets USD - (t+1) (t+1)
Underlyings
iBoxx USD EM Emerging iboxx_em_eod_indices_YYYYMMDD.csv 02:00:00 03:30:00
Sovereigns Markets USD - (t+1) (t+1)
Indices
iBoxx USD EM Emerging iboxx_em_eom_components_YYYYMM.csv 08:00:00 T+1 EOD T+1
Sovereigns Markets USD -
Components
iBoxx USD Emerging iboxx_em_lq_eod_underlyings_YYYYMMDD.csv 02:00:00 03:30:00
Liquid EM Markets USD - (t+1) (t+1)
Sovereigns Liquid
Index Underlyings
iBoxx USD Emerging iboxx_em_lq_eod_indices_YYYYMMDD.csv 02:00:00 03:30:00
Liquid EM Markets USD - (t+1) (t+1)
Sovereigns Liquid Indices
Index
iBoxx USD Emerging iboxx_em_lq_eom_components_YYYYMM.csv 08:00:00 T+1 EOD T+1
Liquid EM Markets USD -
Sovereigns Liquid
Index Components
The below files are in the iBoxx CMBS Index family and can be found within the root directory: IBOXX_USD_CMBS on
the FTP site.

Time CET Time CET
iBoxx USD iBoxx USD CMBS iboxx_usd_cmbs_eod_indices_YYYYMMDD.csv 22:00 24:00
CMBS - Indices
iBoxx USD iBoxx USD CMBS iboxx_usd_cmbs_eod_underlyings_YYYYMMDD.csv 22:00 24:00
CMBS - Underlyings
iBoxx USD iBoxx USD CMBS iboxx_usd_cmbs_eom_components_YYYYMM.csv 5:00 (T+1) EOD T+1
CMBS - Components
iBoxx USD iBoxx USD CMBS iboxx_usd_cmbs_eom_XREF_YYYYMM.csv 22:00 24:00
CMBS - XREF
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The below files are in the iBoxx CMBS Liquid Index family andcan be found within the root directory:
IBOXX_USD_CMBS_LQ on the FTP site.

Time CET Time CET
iBoxx USD iBoxx USD CMBS iboxx_usd_cmbs_lq_eod_indices_YYYYMMDD.csv 22:00 24:00
CMBS Liquid Liquid - Indices
iBoxx USD iBoxx USD CMBS iboxx_usd_cmbs_lq_eod_underlyings_YYYYMMDD.csv 22:00 24:00
CMBS Liquid Liquid -
Underlyings
iBoxx USD iBoxx USD CMBS iboxx_usd_cmbs_lq_eom_components_YYYYMMDD.csv 5:00 (T+1) EOD (T+1)
CMBS Liquid Liquid -
Components
The below files are in the iBoxx Convertibles family and can be found within the root directory: IBOXX_CVTX on the
FTP site.

Time CET Time CET
CVTX CVBX Cons markit_iboxx_cvbxX_cons_YYYYMMDD.csv 8:00:00 AM 11:00:00 AM
(t+1) (t+1)
CVTX CVBX Indices markit_iboxx_cvbx_indices_YYYYMMDD.csv 8:00:00 AM 11:00:00 AM
(t+1) (t+1)
CVTX CVEX Cons Close markit_iboxx_cvexX_cons_close_YYYYMMDD.csv 8:00:00 AM 11:00:00 AM
(t+1) (t+1)
CVTX CVEX Indices markit_iboxx_cvex_indices_YYYYMMDD.csv 8:00:00 AM 11:00:00 AM
(t+1) (t+1)
CVTX CVEX Cons Open markit_iboxx_cvexX_cons_open_YYYYMMDD.csv 8:00:00 AM 11:00:00 AM
(t+1) (t+1)
The below files are in the iBoxx Liquid Leveraged Loans family and can be found within the root directory:
IBOXX_LOANS on the FTP site.

Time CET Time CET
iBoxx Liquid Liq Lev Loan - markit_iboxx_usd_lev_ln_eod_indices_ YYYYMMDD.csv 07:15:00 07:45:00
Leveraged Indices (t+1) (t+1)
Loan
iBoxx Liquid Liq Lev Loan - markit_iboxx_usd_lev_ln_eod_underlyings_ YYYYMMDD.csv 07:15:00 07:45:00
Leveraged Underlyings (t+1) (t+1)
Loan
iBoxx Liquid Liq Lev Loan - markit_iboxx_usd_lev_ln_eom_components_YYYYMMDD.csv 08:00:00 T+1 EOD T+1
Leveraged Components
Loan
15 of 169
The below files are in the iBoxx Liquid Leveraged Loans Top 100 family and can be found within the root directory:
IBOXX_LOANS_LIQUID100 on the FTP site.

Time CET Time CET
iBoxx Liquid Liq Lev Loan Top markit_iboxx_usd_liquid_100_lev_ln_eod_indices_ 07:15:00 07:45:00
Leveraged 100 - Indices YYYYMMDD.csv (t+1) (t+1)
Loan Top 100
iBoxx Liquid Liq Lev Loan Top markit_iboxx_usd_liquid_100_lev_ln_eod_underlyings_ 07:15:00 07:45:00
Leveraged 100 - Underlyings YYYYMMDD.csv (t+1) (t+1)
Loan Top 100
iBoxx Liquid Liq Lev Loan Top markit_iboxx_usd_liquid_100_lev_ln_eom_components_ 08:00:00 T+1 EOD T+1
Leveraged 100 - YYYYMMDD.csv
Loan Top 100 Components
The below files are price metrics files released with the three main fixings and can be found within the root directory
on the FTP site under:
PRICE_METRICS/iBOXX_ASIAN
PRICE_METRICS/iBOXX_EUROPEAN
PRICE_METRICS/iBOXX_LOANS
PRICE_METRICS/iBOXX_USLATAM
Fixing File Names

ASIAN iBoxx_FE_fixing_eod_pricemetrics_YYYYMMDD.csv
EUROPEAN iBoxx_EU_fixing_eod_pricemetrics_YYYYMMDD.csv
USLATAM iBoxx_loans_US_fixing_eod_pricemetrics_YYYYMMDD.csv
iBoxx_US_fixing_eod_pricemetrics_YYYYMMDD.csv
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2 Current File Specifications

2.1 Monthly Index Membership Files
2.1.1 Filename Convention

Monthly index members or constituents may be found within the files listed below. The composition of the indices
will be published after the close of the last trading day of the month.
When files for the current month are published, there is one file published that contains the YYYYMM at the end,
and another without the date. The file without the date gets replaced every month with the most current file, but
the files with the date remain in the folder, providing historical data.
The files below files always include the current index members:
Index Name File Name

iBoxx ABF indices iboxx_abf_eom_components.csv
iBoxx Asia indices iboxx_asia_eom_components.csv
iBoxx USD Emerging Market Sovereign indices iboxx_em_eom_components.csv
iBoxx USD Emerging Market Sovereign Liquid indices iboxx_em_lq_eom_components.csv
iBoxx USD Emerging Markets Corporates indices iboxx_em_usd_corp_eom_Components.csv
iBoxx EUR indices iboxx_eur_eom_components.csv
iBoxx EUR Mid-priced indices iboxx_eur_eom_components_mid.csv
iBoxx EUR Liquid indices iboxx_eur_lq_eom_components.csv
iBoxx EUR LQ Sovereign Money Market indices iboxx_eur_lq_sov_mm_eom_components.csv
iBoxx EUR HY indices iboxx_eur_hy_eom_components_cumcrossover.csv
iBoxx EUR HY indices iboxx_eur_hy_eom_components_excrossover.csv
iBoxx EUR HY Sovereigns indices iboxx_eur_eom_components.csv
iBoxx EUR HY Liquid indices iboxx_eur_hy_lq_eom_components.csv
iBoxx EUR HY Liquid Top 30 indices iboxx_eur_hy_lq_top30_eom_components.csv
iBoxx GBP indices iboxx_gbp_eom_components.csv
iBoxx GBP Mid-priced Indices iboxx_gbp_eom_components_mid.csv
iBoxx GBP Liquid indices iboxx_gbp_lq_eom_components.csv
iBoxx GBP Liquid 100 indices iboxx_gbp_lq_100_eom_components.csv
iBoxx GEMX indices iboxx_gemx_eom_components.csv
iBoxx Global Developed HY Capped indices iboxx_GblDevHyCapped_eom_components.csv
iBoxx Global Developed HY indices iboxx_GblDevHy_eom_components.csv
iBoxx Global Developed HY ex-USD indices iboxx_GblDevHyexusd_eom_components.csv
iBoxx ILB indices iboxx_ilb_eom_components.csv
iBoxx Global Sovereign Japan indices iboxx_jpy_eom_components.csv
iBoxx Singapore Dollar indices iboxx_sgd_eom_components.csv
iBoxx USD indices iboxx_usd_eom_components.csv
iBoxx USD Liquid HY indices iboxx_usd_lq_hy_eom_components.csv
iBoxx USD LQ HY Mid-Priced indices iboxx_usd_lq_hy_mid_eom_components.csv
iBoxx USD LQ HY Capped indices iboxx_usd_lq_hy_capped_eom_components.csv
iBoxx USD Liquid IG indices iboxx_usd_lq_ig_eom_components.csv
iBoxx USD Liquid IG Top 30 indices iboxx_usd_lq_ig_top30_eom_components.csv
17 of 169
iBoxx USD LQ IG Mid-Priced indices iboxx_usd_lq_ig_mid_eom_components.csv

iBoxx Liquid Leveraged Loan markit_iboxx_usd_lev_ln_eom_components.csv
iBoxx Liquid Leveraged Loan Top 100 markit_iboxx_usd_liquid_100_lev_ln_eom_components.csv
iBoxx USD CMBS Indices iboxx_usd_cmbs_eom_components.csv
iBoxx USD CMBS Liquid Index iboxx_usd_cmbs_lq_eom_components.csv
In addition, files with the composition of previous months are available with the extension ‘_YYYYMM.csv’ at end of
the file name.
For example the file:

iboxx_eur_eom_components_201206.csv contains the composition of June 2012 for the Euro indices,
iboxx_gbp_eom_components_201206.csv for the Sterling indices and so on.
2.1.2 Data Format Convention

The file names listed above each chart represent the files that have the format below.
2.1.2.1 Markit iBoxx Asian Bond Fund Components (iboxx_abf_eom_components.csv)

Markit iBoxx Asia Components (iboxx_asia_eom_components.csv)
Markit iBoxx Asian Bond Fund Components Net of Tax (iboxx_abf_eom_components.csv)
Column_name is_nullable data_type character_maximum_length sample_data

Date No datetime 31-05-2006
Identifier
No nvarchar 20 BBCP5079084
ISIN Yes nvarchar 20

Local 1 Yes nvarchar 20 PIBD1008E056
Local 2 Yes nvarchar 20
Ticker No nvarchar 20 GE
Issuer No nvarchar 256 General Electric Capital Corp
Issuer Country No nvarchar 125 US
First Settlement
Yes datetime 26-09-2001
Date
Interest Accrual
Date
First Coupon Date Yes datetime 26-09-2001
Final Maturity Yes datetime 26-09-2001
Expected Remaining
Yes float 5.323287671
Life
Coupon No float 6.5
Coupon Frequency No float 1
Day Count Method Yes nvarchar 20 ACT/ACT
Notional Amount Yes float 1000000000
Redemption Factor Yes float 1
18 of 169
Bid Price No float 109.74479

Ask Price Yes float 109.96159
Index Price No float 109.74479
Accrued Interest Yes float 0.105555556
XDFactor Yes bit 1 1
Coupon Adjustment Yes float 0
Base Market Value No float 1141434201
Level 0 Yes nvarchar 50 PHP
Level 1 Yes nvarchar 50 D
Level 2 Yes nvarchar 50 Government
Level 3 Yes nvarchar 50 *
Rating Yes nvarchar 10 BB+
1-3 Years Yes bit 1 0
10+ Years Yes bit 1 1
Base Market Value
(USD Pan-Asia) Yes float 51549014.51
Notional (Pan-Asia) Yes float 48101416.69
Weight (Pan-Asia) Yes float 0.000866293
19 of 169
2.1.2.2 Markit iBoxx EUR Benchmark Components (iboxx_eur_eom_components.csv)

Markit iBoxx EUR Benchmark Mid Components (iboxx_eur_eom_components_mid.csv)
Markit iBoxx EUR Liquid Components (iboxx_eur_lq_eom_components.csv)
Markit iBoxx EUR Liquid Sovereign MM Components (iboxx_eur_lq_mm_sov_eom_components.csv)
Markit iBoxx GBP Benchmark Components (iboxx_gbp_eom_components.csv)
Markit iBoxx GBP Benchmark Mid Components (iboxx_gbp_eom_components_mid.csv)
Markit iBoxx GBP Liquid Components (iboxx_gbp_lq_eom_components.csv)
Markit iBoxx GBP Liquid 100 Components (iboxx_gbp_lq_100_eom_components.csv)
Markit iBoxx USD Benchmark Components (iboxx_usd_eom_components.csv)
Markit iBoxx USD Liquid High Yield Capped Components
(iboxx_usd_lq_hy_capped_eom_components.csv)
Markit iBoxx USD Liquid Investment Grade Mid Components
(iboxx_usd_lq_ig_mid_eom_components.csv)
Markit iBoxx USD Liquid High Yield Mid Components (iboxx_usd_lq_hy_mid_eom_components.csv)
Markit iBoxx USD Liquid High Yield Components (iboxx_usd_lq_hy_eom_components.csv)
Markit iBoxx USD Liquid Investment Grade Components (iboxx_usd_lq_ig_eom_components.csv)

Date No datetime 2/28/2015
Price Type Yes nvarchar 50 Nominal
FX Version Yes nvarchar
Index ISIN_CPi No nvarchar DE0009682708
Index ISIN_TRi No nvarchar DE0009682716
Index Name No nvarchar iBoxx € Overall
ISIN No nvarchar 20 BE0931376793
CUSIP Yes nvarchar EF3255363
Identifier Yes nvarchar BBEF3255363
Local 1 Yes nvarchar
Local 2 Yes nvarchar
Ticker No nvarchar 20 FBAVP
Issuer No nvarchar 256 Fortis Bank NV/SA
Issuer Country No nvarchar 125 BELGIUM
Country of Risk Yes nvarchar
First Settlement
Yes datetime 3/23/2006
Date
Interest Accrual
Yes datetime 3/23/2006
Date
First Coupon Date Yes datetime 3/23/2007
Final Maturity Yes datetime 3/23/2021
Workout date Yes datetime 3/23/2016
Expected Remaining
Yes float 1.063013699
Life
20 of 169
Time to Maturity Yes float 1.063013699

Next Call Date Yes datetime 3/23/2016
Next Coupon Date Yes datetime 3/23/2015
Coupon No float 4.25
Capped Notional
Yes float 500000000
Amount
Bid_Ask_Spread float 0.5
Accrued Interest No float 3.982191781
Ex-Dividend No bit 1 1
Base Market Value No float 536360958.905
Capped Base
No float 536360958.905
Market Value
Level 0 Yes nvarchar 50 EUR
Level 1 Yes nvarchar 50 Corporates
Level 2 Yes nvarchar 50 Financials
Level 4 Yes nvarchar 50 Banks
Markit iBoxx Rating Yes nvarchar 10 BBB
Seniority Level 1 Yes nvarchar 50 SUB
Seniority Level 2 Yes nvarchar 50 LT2
Seniority Level 3 Yes nvarchar 50 LT2 callable
Is Fixed to float Yes bit 1 1
Is Perpetual Yes bit 1 0
Is Hybrid Capital Yes bit 1 1
21 of 169
Is Callable Yes bit 1 0

Is Core Index Yes bit 1 0
Is Crossover Yes bit 1 0
Is FRN Yes bit 1 0
Is PIK Yes bit 1 0
Is Zero Coupon Yes bit 1 0
Is Yankee Yes bit 1 0
Is Sinking Yes bit 1 0
Dual Currency Yes bit 1 0
Inflation Linked Yes bit 1 0
Is 144A Yes bit 1 0
144A Registration
Yes bit 1 0
Right
Registration
Yes float
Effective period
Exchange Offer
Yes float
Effective period
Inflation Index Yes nvarchar 10
Index Ratio Yes float
22 of 169

Index Weight Yes float 0.0000573615101019289
Street Yield Yes float 1.11800007
Annual Yield Yes float 1.11800007
Semi-Annual Yield Yes float 1.114892606
Duration Yes float 1.023422603
Street Modified
Yes float 1.012107244
Duration
Annual Modified
Yes float 1.012107244
Duration
Semi-Annual
Yes float 1.017749198
Modified Duration
Effective OA
Yes float 0.062451658
Duration
Street Convexity Yes float 2.062465544
Annual Convexity Yes float 2.062465544
Semi-Annual
Yes float 1.579470288
Convexity
OA Convexity Yes float 0.065794836
Benchmark ISIN Yes nvarchar 20 DE0001135309
Annual Benchmark
Yes float 130.035029
Spread
Semi-Annual
Yes float 129.7326031
Benchmark Spread
Annual Benchmark
Spread to BM-Curve
Semi-Annual
Benchmark Spread Yes float 129.7326031
to BM-Curve
Asset Swap Margin Yes float 102.937626175
OAS Yes float 113.232233539
Z-Spread Yes float 134.44183039
Z-Spread Over Libor Yes float 100.458915919
DV 01 Yes float 0.000669933
Daily Sovereign
Yes float 0.0000120988363020386
Curve Swap Return
23 of 169
Daily Libor Swap

Yes float 0.00000209576156871
Return
Month-to-date
Sovereign Curve Yes Float 0.000405008980000066
Swap Return
Month-to-date
Yes float 0.000474683430000011
Libor Swap Return
Duration weighted
Yes float 0.000363268222728353
exposure
2.1.2.3 Markit iBoxx EUR High Yield Sovereigns Components (iboxx_eur_eom_components.csv)

Ticker No nvarchar 20 FORTIS
Issuer No nvarchar 256 Fortis Bank NV-SA
First Settlement
Date
Interest Accrual
Date
Workout date Yes datetime 26-09-2011
Expected Remaining
Yes float 2.323287671
Life
Coupon No float 6.5
Bid Price No float 73
Index Price No float 73
24 of 169

Markit iBoxx Rating Yes nvarchar 10 A
Seniority Level 2 Yes nvarchar 50 T1
Seniority Level 3 Yes nvarchar 50 T1 step
25 of 169

Annual Benchmark
Yes float 2125.943724
Spread
Semi-Annual
Yes float 245.2
Benchmark Spread
Street Modified
Duration
Annual Modified
Duration
Semi-Annual
Yes float 1.898367124
Modified Duration
Semi-Annual
Yes float 4.729964533
Convexity
Price Type Yes nvarchar 50 unconsolidated
Number of
Yes float 3
Contributors
Next Call Date Yes datetime 31-07-2009
Next Coupon Date Yes datetime 31-08-2009
DV 01 Yes float 0.846216125
Effective duration Yes float 1.674306362
Daily excess return
Yes float 0.001256
over sovereigns
Daily excess return
Yes float 0.003576
over LIBOR
Month-to-date
-0.0032215
excess return over Yes float
sovereigns
26 of 169
Month-to-date
excess return over Yes float -0.05613215
LIBOR
Duration weighted
Yes float 0.674306362
exposure
Annual Benchmark
Spread to BM-Curve
Semi-Annual
to BM-Curve
2.1.2.4 Markit iBoxx EUR High Yield Components Cumcrossover

(iboxx_eur_hy_eom_components_cumcrossover.csv)
Markit iBoxx EUR High Yield Components Excrossover
(iboxx_eur_hy_eom_components_excrossover.csv)

ISIN Yes nvarchar 20 FR0000492092
CUSIP Yes nvarchar 30 EC0984392
General Electric Capital
Issuer No nvarchar 256
Corp
Country of Risk Yes nvarchar 125 FRANCE
First Settlement
Date
Interest Accrual
Date
Expected Remaining
Yes float 2.131506849
Life
Coupon No float 6.5
Notional Amount
Yes float 1120000000
Unconstrained
27 of 169
Notional Amount
Constrained
PIK Original Amount
Yes float
Issued
PIK Factor Yes float
Ex-Dividend Flag Yes bit 1 1
Dirty Price Yes float 103.5253575
Base Market Value
Unconstrained
Base Market Value
Constrained
Index Weight
Yes float 0.0025
Unconstrained
Index Weight
Yes float 0.014331063
Constrained
Level 0 Yes varchar 50 iBoxx High Yield
Level 3 Yes nvarchar 50 Non-Financials
Level 4 Yes nvarchar 50 TMT
Level 5 Yes nvarchar 50 Technology
Rating Yes nvarchar 10 BB
Debt Yes nvarchar 50 Senior Unsubordinated
Benchmark ISIN Yes nvarchar 20 US36962GVS01
Is Core index Yes bit 1 1
Is FRN Yes bit 1 0
Is PIK Yes bit 1 0
28 of 169
Is Sinking Yes char 1 0

2.1.2.5 Markit iBoxx Global Development High Yield Capped Components

(iboxx_GblDevHyCapped_eom_components.csv)
Markit iBoxx Global Development High Yield Components (iboxx_GblDevHy_eom_components.csv)
Markit iBoxx Global Development High Yield Ex USD Components
(iboxx_GblDevHyexusd_eom_components.csv)

Corp
First Settlement
Date
Interest Accrual
Date
Coupon No float 6.5
Expected Remaining
Yes float 2.131506849
Life
29 of 169

Base Market Value
Constrained (Local Yes float 1159484004
Currency)
Base Market Value
Constrained (USD)
Notational Amount
Yes float
Unconstrained
Notaional Amount
Yes float
Constrained
Bond Weight Yes float
Street Yield Yes float
Annual Yield Yes float
Duration Yes float
Street Modified
Yes float
Duration
Annual Modified
Yes float
Duration
Semi-Annual
Yes float
Modified Duration
Street Convexity Yes float
Annual Convexity Yes float
Semi-Annual
Yes float
Convexity
Base Currency Yes float
Markit iBoxx Rating Yes nvarchar 10 *
30 of 169

2.1.2.6 Markit iBoxx EUR Liquid High Yield Components (iboxx_eur_hy_lq_eom_components.csv)

Markit iBoxx EUR Liquid High Yield Top 30 Components
(iboxx_eur_hy_lq_top30_eom_components.csv)
Markit iBoxx USD Liquid Components (iboxx_usd_lq_ig_top30_eom_components.csv)
Markit iBoxx USD Liquid Investment Grade Top 30 Components
(iboxx_usd_lq_ig_top30_eom_components.csv)

ISIN_Index Yes nvarchar 20 GB00B28Y7C82
iBoxx EUR Liquid High
Name Yes nvarchar 256
Yield Index
ISIN Yes nvarchar 20 XS0225720084
CUSIP Yes nvarchar 20 EF0335390
Ticker No nvarchar 20 LBTYA
Issuer No nvarchar 256 UPC Holding BV
Issuer Country No nvarchar 125 NL
First Settlement
Date
Interest Accrual
Date
Expected Remaining
Yes float 4.541666667
Life
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Coupon Yes float 7.75

Coupon Frequency Yes float 2
Day Count Method Yes nvarchar 20 ISMA-30/360
Bid Price Yes float 89.25
Index Price Yes float 89.25
Base Market Value Yes float 185604166.7
2.1.2.7 Markit iBoxx Liquid Emerging Markets Components (iboxx_em_lq_eom_components.csv)

ISIN_CPi Yes nvarchar 20
ISIN_TRi No nvarchar 20
CUSIP Yes nvarchar 20 912810FD5
Ticker No nvarchar 20 BNTNF
Brazil Notas do
Issuer No nvarchar 256 Tesouro Nacional Serie
F
Issuer Country No nvarchar 125 Brazil
Issuer Country Code
First Settlement
No datetime 2007-02-09
Date
Interest Accrual
Date
Workout Date
Expected Remaining
Yes float 1
Life
Coupon No float 10
Day Count Method Yes nvarchar 20 BUS/252
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Uncapped Notional
Yes float
Amount
Capped Notional
No float 480000000
Amount
Ask Price Yes float 1939354463
Base Market Value Yes float 20281868107
Rating Yes nvarchar 10 AAA
Level 0 Yes nvarchar 50 USD
Level 2 Yes nvarchar 50 Non-Treasuries
Level 5 Yes nvarchar 50 Consumer Goods
Level 6 Yes nvarchar 50 Food & Beverage
Level 7 Yes nvarchar 50 Beverages
Level 8 Yes nvarchar 50 Soft Drinks
10+ Years Yes float 0.007356702
15+ Years
Index Weight Yes nvarchar 10 US CPI
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2.1.2.8 Markit iBoxx Global Emerging Markets Components (iboxx_gemx_eom_components.csv)

Identifier No nvarchar 50 BBEG1850908
ISIN Yes nvarchar 20 BRSTNCNTF0H7
Ticker No nvarchar 20 BNTNF
Brazil Notas do
Issuer No nvarchar 256 Tesouro Nacional Serie
F
Issuer Country No nvarchar 125 Brazil
First Settlement
No datetime 2007-02-09
Date
Interest Accrual
Date
Expected Remaining
Yes float 1
Life
Coupon No float 10
Day Count Method Yes nvarchar 20 BUS/252
Notional Amount
Yes float 19270300000
Unconstrained
Notional Amount
Constrained
Notional Amount
Unconstrained (USD)
Notional
Constrained (USD)
Price Local Yes float
XDFactor Yes bit 1 1
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Base Market Value

Yes float 10350532333
(USD)
Base Market Value
Constrained
Base Market Value
Constrained (USD)
Index Ratio Yes float 1.2351
Region No nvarchar 10 Latin America
Level 0 No nvarchar 50 BRL
Level 1 No nvarchar 50 Domestic
Level 2 No nvarchar 50 Sovereigns
Level 3 No nvarchar 50 *
Inflation Linked Yes bit 1 0
Dual Currency Yes bit 1 0
Type Yes bit 1 1
Bond Weight Yes float 0.007356702
Inflation Index Yes nvarchar 10 US CPI
2.1.2.9 Markit iBoxx Inflation Linked Bonds Components (iboxx_ilb_eom_components.csv)

Bond Identifier No nvarchar 20 B11105260
ISIN Yes nvarchar 20 US912810FD55
Corp
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Interest Accrual
Date
Maturity Yes datetime 15-04-2028
Real Coupon Yes float 3.625
Real Ask Price Yes float 119.9495342
Real Index Price Yes float 119.76932
Real Accrued
Yes float 0.455601093
Interest
Real Coupon
Yes float 0
Adjustment
Real Base Market
Yes float 20243193971
Value
Nominal Bid Price Yes float 147.9270871
Nominal Ask Price Yes float 148.1496697
Nominal Index Price Yes float 147.9270871
Nominal Accrued
Interest
Nominal Coupon
Yes float
Adjustment
Nominal Base
Yes float 24867346770
Market Value
Years to Maturity Yes float 21.87431694
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Inflation Index Yes nvarchar 10 US CPI
5+ Yes bit 1 0
10+ Yes bit 1 0
2.1.2.10 Markit iBoxx Global Sovereign Japan Components (iboxx_ jpy_eom_components.csv)

Date No Datetime 8-31-2007
Identifier No nvarchar 20 B124000543
ISIN No nvarchar 20 JP1102051V01
Local Identifier No nvarchar 20 2050067
Ticker No nvarchar 10 JGB
Corp
Issuer Country No nvarchar 125 JAPAN
First Settlement
Date
Interest Accrual
Date
Expected Remaining
Yes float 5.323287671
Life
Coupon No float 6.5
Notional Amount
No float 7.4111687458
Local Currency
Mid Price No float 101.028
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Ex-Dividend Flag No bit 1 1

Base Market Value
No float 879.969498987
Local Currency
Base Market Value
No float 984.984984985
(USD)
Region No nvarchar 10 EAP
Rating No nvarchar 50 A
1-3 Years No bit 1 1
5+ Years No bit 1 0
10+ Years No bit 1 0
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2.1.2.11 Markit iBoxx Singapore Dollar Components (iboxx_sgd_eom_components.csv)

Identifier No nvarchar 20 BBEC3857959
Ticker No nvarchar 20 FORTIS
Issuer No nvarchar 256 Fortis Bank NV-SA
First Settlement
Date
Interest Accrual
Date
Expected Remaining
Yes float 2.323287671
Life
Coupon No float 6.5
Bid Price No float 73
Index Price No float 73
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Credit Quality Type Yes nvarchar 50 Bond Rating

Seniority Level 2 Yes nvarchar 50 T1
Seniority Level 3 Yes nvarchar 50 T1 step
Annual Benchmark
Yes float 2125.943724
Spread
Semi-Annual
Yes float 245.2
Benchmark Spread
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Street Modified
Duration
Annual Modified
Duration
Semi-Annual
Yes float 1.898367124
Modified Duration
Semi-Annual
Yes float 4.729964533
Convexity
Pricing Source Yes nvarchar 50
DV 01 Yes float 0.846216125
Daily excess return
Yes float 0.001256
over sovereigns
Daily excess return
Yes float 0.003576
over LIBOR
Month-to-date
-0.0032215
excess return over Yes float
sovereigns
Month-to-date
LIBOR
Duration weighted
Yes float 0.674306362
exposure
Annual Benchmark
Spread to BM-Curve
Semi-Annual
to BM-Curve
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2.1.2.12 Markit iBoxx USD Corporate Components (iboxx_em_usd_corp_eom_Components.csv)

Identifier No nvarchar 20 BB191219AP9
ISIN Yes nvarchar 20 US191219AP96
CUSIP Yes nvarchar 20 191219AP9
Corp
First Settlement
Date
Interest Accrual
Date
Expected Remaining
Yes float 5.323287671
Life
Coupon No float 6.5

Emerging
Market Classification Yes nvarcar

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Rating Yes nvarchar 10 A
Debt Yes nvarchar 10 *
Tier Yes nvarchar 10 *
Is Yankee Yes char 1 0
Benchmark
Yes nvarchar 20 GV912828FF2
Identifier
Annual Benchmark
Yes float 126.7715379
Spread
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2.1.2.13 Markit iBoxx Emerging Markets Components (iboxx_em_eom_components.csv)

Identifier No nvarchar 20 BB191219AP9
ISIN Yes nvarchar 20 US191219AP96
CUSIP Yes nvarchar 20 191219AP9
Corp
First Settlement
Date
Interest Accrual
Date
Expected Remaining
Yes float 5.323287671
Life
Coupon No float 6.5

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Rating Yes nvarchar 10 A
Benchmark
Yes nvarchar 20 GV912828FF2
Identifier
Annual Benchmark
Yes float 126.7715379
Spread
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2.1.2.14 Markit iBoxx Liquid Leveraged Loan (markit_iboxx_usd_lev_ln_eom_components.csv)

Markit iBoxx Liquid Leveraged Loan Top 100
(markit_iboxx_usd_liquid_100_lev_ln_eom_components.csv)

LoanX ID No nvarchar 20 LX126821
ISIN Yes nvarchar 20 BBEF1272048
CUSIP Yes nvarchar 30 01958XBN6
Issuer Name No nvarchar 256
Corp
Initial Term Loan
Asset Name No nvarchar 256
(2012)
Issue Date Yes datetime 8/3/2011
Loan Type No nvarchar 256 Term Loan
Markit Rating Yes nvarchar 10 A
Capping Factor Yes float 1
Index Notional Yes float 827447250
Current Spread Yes float 0.03
Coupon No float 6.5
Expected Remaining
Yes float 2.131506849
Life
Liquidity/Depth Yes float 6
Level 1 Yes nvarchar 50 Retail Stores
Seniority Yes nvarchar 50 First Lien
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2.1.2.15 Markit iBoxx USD CMBS Indices (iboxx_usd_cmbs_eom_components.csv)

Markit iBoxx USD CMBS Liquid Index (iboxx_usd_cmbs_lq_eom_components.csv)

Date No Datetime 2/28/2015
CUSIP No nvarchar 30 05950EAH1
Tranche Name Yes nvarchar 10 AJ
Banc of America
Issuer Yes nvarchar 150 Commercial
Mortgage
Country Yes nvarchar 10 USA
Vintage Yes int 2006
First Settlement
Yes Datetime 6/22/2006
Date
Final Maturity Yes Datetime 5/10/2045
Last Coupon Date Yes Datetime 2/10/2015
Next Coupon Date Yes Datetime 3/10/2015
WAL Yes float 1.28611
Bond Type Yes nvarchar 50 WAC/Pass Thru
Coupon Frequency Yes int 12
Notional Issued Yes float 215927000
Notional
Yes float 215927000
Outstanding
Projected Notional Yes float 215927000
Ex-Dividend Factor Yes float 1
Original Credit
Yes float 12
Enhancement
Current Credit
Yes float 10.1
Enhancement
Unrealised_Cash Yes float 0
Deal Name Yes nvarchar 30 BACM 2006-2
Deal Type Yes nvarchar 20 Conduit
Deal Notional
Original
Deal Notional
Current
Deal Factor Yes float 0.788101
Bank of
Underwriters Yes nvarchar 500
America/Bear,
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Stearns &
Co./Barclays Capit
Bank Of
Trustee Yes nvarchar 50 America/Merrill
Lynch
KeyBank National
Master Servicer Yes nvarchar 50
Association
Torchlight Loan
Special Servicer Yes nvarchar 50
Services, LLC
Delinquency Yes float 0.05841078
Level 2 Yes nvarchar 20 Non Treasuries
Level 3 Yes nvarchar 20 Collateralized
Level 4 Yes nvarchar 20 CMBS
Level 5 Yes nvarchar 20 Diversified
Level 7 Yes nvarchar 50 Office&Retail&Hotel
Original Rating Yes nvarchar 5 AAA
Current Rating Yes nvarchar 5 BBB
Seniority Level 1 Yes nvarchar 3 SEN
Seniority Level 2 Yes nvarchar 20 SubSenior
Seniority Level 3 Yes int 3
Is Floater Yes int 0
IS IO Yes int 0
IS PAC Yes int 0
0-1 Years Yes int 0
1-3 Years Yes int 1
1-5 Years Yes int 1
1-10 Years Yes int 1
3-5 Years Yes int 0
5-7 Years Yes int 0
10+ Years Yes int 0
15+ Years Yes int 0
Benchmark
Yes nvarchar 30
Identifier
Asset Swap Spread Yes float 241.3296
Cumulative Interest
Yes float 0
Shortfall
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Cumulative
Yes float 0
Principal Loss
Period Principal
Yes float 0
Loss
2.2 Monthly Cross Reference (XREF) Information

This is a cross reference file that enables users to match constituents to indices and vice versa. It shows ISINs for
every price index, total return index and for every constituent, together with the amount outstanding for each bond.
Below is the list of available XREF files:

iBoxx ABF indices iboxx_abf_eom_xref.csv
iBoxx Asia indices iboxx_asia_eom_xref.csv
iBoxx USD Emerging Market Sovereign indices iboxx_em_eom_xref.csv
iBoxx USD Emerging Market Sovereign Liquid indices iboxx_em_lq_eom_xref.csv
iBoxx USD Emerging Markets Corporates indices iboxx_em_usd_corp_eom_XREF.csv
iBoxx EUR indices iboxx_eur_eom_xref.csv
iBoxx EUR Mid-priced indices iboxx_eur_eom_xref_mid.csv
iBoxx EUR Liquid indices iboxx_eur_lq_eom_xref.csv
iBoxx EUR HY indices iboxx_eur_hy_eom_xref.csv
iBoxx EUR HY Sovereigns indices iboxx_eur_eom_xref.csv
iBoxx GBP indices iboxx_gbp_eom_xref.csv
iBoxx GBP Mid-priced Indices iboxx_gbp_eom_xref_mid.csv
iBoxx GBP Liquid indices iboxx_gbp_lq_eom_xref.csv
iBoxx GEMX indices iboxx_gemx_eom_xref.csv
iBoxx Global Developed HY Capped indices iboxx_GblDevHyCapped_eom_xref.csv
iBoxx Global Developed HY indices iboxx_GblDevHy_eom_xref.csv
iBoxx ILB indices iboxx_ilb_eom_xref.csv
iBoxx Global Sovereign Japan indices iboxx_jpy_eom_xref.csv
iBoxx Singapore Dollar indices iboxx_sgd_eom_xref.csv
iBoxx USD indices iboxx_usd_eom_xref.csv
iBoxx Trepp CMBS indices iboxx_usd_cmbs_eom_xref.csv
In addition, files with the composition of previous months are available with the extension ‘_YYYYMM.csv’ at end of
the file name.
iboxx_eur_eom_xref_201206.csv contains the monthly data for June 2012 for the Euro indices,
iboxx_gbp_eom_xref_201206.csv for the Sterling indices and so on.
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2.2.3.5 Markit iBoxx Asian Bond Fund Cross Reference Files (iboxx_abf_eom_xref.csv)
Markit iBoxx Asia Cross Reference Files (iboxx_asia_eom_xref.csv)

ISIN_CPi No nvarchar 30
ISIN_TRi No nvarchar 30 GB00B068N310
Code_CPi Yes nvarchar 256
Code_TRi Yes nvarchar 256 IBOXX ABF CNA S-S
Component
No nvarchar 50 BBEH7477118
Identifier
Notional Amount No float 20000000000
2.2.3.6 Markit iBoxx EUR Benchmark Collateralized Cross Reference Files (iboxx_eur_eom_xref.csv)
Markit iBoxx EUR Benchmark Mid Cross Reference Files (iboxx_eur_eom_xref_mid.csv)
Markit iBoxx EUR Corporate Cross Reference Files (iboxx_eur_eom_xref.csv)
Markit iBoxx EUR Sovereigns Cross Reference Files (iboxx_eur_eom_xref.csv)
Markit iBoxx EUR Sub-Sovereigns Cross Reference Files (iboxx_eur_eom_xref.csv)
Markit iBoxx EUR Benchmark Cross Reference Files (iboxx_eur_eom_xref.csv)
Markit iBoxx EUR High Yield Sovereigns Cross Reference Files (iboxx_ eur_hy _eom_xref.csv)
Markit iBoxx EUR Liquids Cross Reference Files (iboxx_eur_lq_eom_xref.csv)
Markit iBoxx GBP Benchmark Mid Cross Reference Files (iboxx_gbp_eom_xref_mid.csv)
Markit iBoxx GBP Benchmark Cross Reference Files (iboxx_gbp_eom_xref.csv)
Markit iBoxx GBP Liquids Cross Reference Files (iboxx_gbp_lq_eom_xref.csv)
Markit iBoxx GBP Collateralized Cross Reference Files (iboxx_gbp_eom_xref.csv)
Markit iBoxx GBP Corporates Cross Reference Files (iboxx_gbp_eom_xref.csv)
Markit iBoxx GBP Gilts Cross Reference Files (iboxx_gbp_eom_xref.csv)
Markit iBoxx GBP Sovereigns Cross Reference Files (iboxx_gbp_eom_xref.csv)
Markit iBoxx GBP Sub-Sovereigns Cross Reference Files (iboxx_gbp_eom_xref.csv)
Markit iBoxx Emerging Markets Liquids Cross Reference Files (iboxx_em_lq_eom_xref.csv)
Markit iBoxx Emerging Markets USD Corporate Cross Reference Files
(iboxx_em_usd_corp_eom_XREF.csv)

ISIN_CPi Yes nvarchar 20 GB00B3LY9M67
ISIN_TRi No nvarchar 20 GB00B3N7N213
Code_CPi Yes nvarchar 30 IMIDCPX8
Code_TRi Yes nvarchar 30 IMIDCTX8
Component ISIN Yes nvarchar 20 XS0416396108
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2.2.3.7 Markit iBoxx EUR High Yield Cross Reference Files (iboxx_ eur_hy _eom_xref.csv)
Markit iBoxx EUR High Yield Weights Cross Reference Files (iboxx_eur_hy_eom_xref.csv)

Date No datetime 39202
Index Identifier No nvarchar 20 EHYCNFNTMTXC.LCY.1-5
Index ISIN Yes nvarchar 20 GB00B1CR1135
Component
Yes nvarchar 20 BBEC0984392
Identifier
Component ISIN Yes nvarchar 20 FR0000492092
Notional Amount Yes float 1.120000000
Index Type Yes bit 1
Is FRN No nvarchar 1 *
Is Callable No nvarchar 1 *
Is PIK No nvarchar 1 *
Is Zero Coupon No nvarchar 1 *
Is Perpetual No nvarchar 1 *
Is Crossover No nvarchar 1 0
Is Core Index No nvarchar 1 1
2.2.3.8 Markit iBoxx Global Emerging Markets Cross Reference Files (iboxx_gemx_eom_xref.csv)
Markit iBoxx Global Emerging Markets II Cross Reference Files (iboxx_gemx_eom_xref.csv)

ISIN_TRi No nvarchar 20 GB00B2PV5B71
Code_TRi Yes nvarchar 30 CNY.EM.LCY1-3
Component
No nvarchar 50 BBEG6237754
Identifier
Notional Amount
Contrained
Notional Amount
Contrained (USD)
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Bond Index Weight Yes float 0.07967454
2.2.3.9 Markit iBoxx Inflation Linked Bonds Cross Reference Files (iboxx_ilb_eom_xref.csv)

Index Identifier No nvarchar 30 ILBCADALL.LCY
Index ISIN No nvarchar 30 GB00B0SD3Z63
Index Ticker No nvarchar 30 B0SD3Z6.LCY
Index Currency No nvarchar 10 CAD
Is Composite No float 0
Component
No nvarchar 30 B12300001
Identifier
Component ISIN No nvarchar 30 CA135087VS05
Notional Amount No float 5250000000
Component
No nvarchar 10 CAD
Currency
2.2.3.10 Markit iBoxx Global Sovereigns Japan Cross Reference File (iboxx_jpy_eom_xref.csv)

Index Identifier No nvarchar 20 GB00B243CS01
Index ISIN No nvarchar 20 JPY.LCY
Component
No nvarchar 20 BBEC0055136
Identifier
Component ISIN No nvarchar 20 JP1200401V00
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2.2.3.11 Markit iBoxx USD Overall Cross Reference Files (iboxx_usd_eom_xref.csv)

Markit iBoxx Emerging Markets Cross Reference Files (iboxx_em_eom_xref.csv)
Markit iBoxx USD Domestic Corporates Cross Reference Files (iboxx_usd_eom_xref.csv)
Markit iBoxx USD Domestic Non-Corporates Cross Reference Files (iboxx_usd_eom_xref.csv)
Markit iBoxx USD Eurodollar Cross Reference Files (iboxx_usd_eom_xref.csv)

Index Identifier No nvarchar 20 GB00B05CZH23
Index ISIN No nvarchar 20 I11100656
Component
Yes nvarchar 20 B11100010
Identifier
Component ISIN Yes nvarchar 20 US191219AP96
Notional Amount Yes float
iBoxx USD Domestic
Index Type Yes varchar 50
Corporates
2.2.3.12 Markit iBoxx Global Developed High Yield Cross Reference Files (iboxx_GblDevHy_eom_xref.csv)
Markit iBoxx Global Developed High Yield Capped Cross Reference Files
(iboxx_GblDevHyCapped_eom_xref.csv)

Name Yes nvarchar 256 iBoxx € Sub-Sovereigns
ISIN_TRi No nvarchar 20 DE0006168073
Code_TRi Yes nvarchar 30 QW9A
ISIN_CPi Yes nvarchar 20 DE0006168065
Code_CPi Yes nvarchar 30 QW9
Notional Amount
Constrained
Index Weight
No float 0.001470199
(monthly)
Bond Currency No nvarchar 10 EUR
Index_Currency No nvarchar 10 USD
FX_Version No nvarchar 10 Unhedged
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2.2.3.13 Markit iBoxx Singapore Dollar Cross Reference Files (iboxx_sgd_eom_xref.csv)

ISIN_CPi Yes nvarchar 20 GB00B3LY9M67
ISIN_TRi No nvarchar 20 GB00B3N7N213
Code_CPi Yes nvarchar 30 IMIDCPX8
Code_TRi Yes nvarchar 30 IMIDCTX8
Component
Yes nvarchar 30 BBEH5186166
Identifier
Component ISIN Yes nvarchar 20 XS0416396108
2.2.3.14 Markit iBoxx Inflation Linked Bonds Weights Cross Reference Files (iboxx_ilb_eom_xref.csv)

Index Ticker Yes nvarchar 50 ILBPANAMECAD.ALL
Is Composite No float 0
Component
No nvarchar 20 BBEC0055136
Identifier
Component
No nvarchar 10 CAD
Currency
Bond Weight Normal Yes float
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2.2.3.15 Markit iBoxx USD Cross Reference Files (iboxx_usd_eom_xref.csv)

Component
Yes nvarchar 20 B11100010
Identifier
iBoxx USD Domestic
Index Type Yes varchar 50
Corporates
2.2.3.16 Markit iBoxx Trepp USD CMBS Cross Reference Files (iboxx_usd_cmbs_eom_xref.csv)

ISIN_CPi Yes nvarchar 20 GB00B05CZH23
ISIN_TRi Yes nvarchar 20 GB00BTGQ9N04
Markit iBoxx Trepp CMBS
Name Yes varchar 50
Current CC
CUSIP No nvarchar 20 05947U3C0
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2.3 Forward Files

Standard forward files are published on the last ten business days of each month and are based on the projected
composition of the following month.
Currently, forward files are published for the Global High Yield, Global High YIeld Capped, Global High Yield ex-USD,
the USD CMBS and USD CMBS Liquid indices.
The forward files for the USD CMBS and USD CMBS Liquid indices are published every day.

Forward Files may be found within the directory: IBOXX_GLOBALHY\FORWARD for the Global High Yield indices, and
for the iBoxx Trepp CMBS indices they can be found in IBOXX_USD_CMBS\COMPONENTS\PREVIEW for the
benchmark and IBOXX_USD_CMBS_LQ\COMPONENTS\PREVIEW for the liquid version of the indices.
The forward underlyings files are based on next month’s index composition and contain prices and key analytics.
In addition, files with the index values of previous days are available with the YYYYMMDD naming convention. For
example, the file iboxx_GblDevHy_eom_forward_20130430.csv contains the forward information for April 30th,
3013.
2.3.3.5 Markit iBoxx Global High Yield Capped Forward Files (iboxx_GblDevHyCapped_eom_forward.csv)
Markit iBoxx Global High Yield Forward Files (iboxx_GblDevHy_eom_forward.csv)
Markit iBoxx Global High Yield Ex USD Forward Files (iboxx_GblDevHyExUSD _eom_forward.csv)

Corp
First Settlement
Date
Interest Accrual
Date
Coupon No float 6.5
Expected Remaining
Yes float 2.131506849
Life
56 of 169

Base Market Value
Constrained (Local Yes float 1159484004
Currency)
Base Market Value
Constrained (USD)
Notational Amount
Yes float
Unconstrained
Notational Amount
Yes float
Constrained
Street Yield Yes float
Duration Yes float
Street Modified
Yes float
Duration
Annual Modified
Yes float
Duration
Semi-Annual
Yes float
Modified Duration
Street Convexity Yes float
Semi-Annual
Yes float
Convexity
Base Currency Yes float
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2.3.3.6 iBoxx CMBS Indices Forward Files (iboxx_usd_cmbs_eod_forwards.csv)

iBoxx CMBS Liquid Index Forward Files (iboxx_usd_cmbs_lq_eod_forwards.csv)

CUSIP No nvarchar 30 05950EAH1
Tranche Name Yes nvarchar 10 AJ
Banc of America
Issuer Yes nvarchar 150 Commercial
Mortgage
First Settlement Date Yes Datetime 6/22/2006
Notional
Yes float 215927000
Outstanding
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Original Credit
Yes float 12
Enhancement
Current Credit
Yes float 10.1
Enhancement
Deal Name Yes nvarchar 30 BACM 2006-2
Deal Notional
Original
Deal Notional
Current
Bank of
America/Bear,
Underwriters Yes nvarchar 500
Stearns &
Co./Barclays Capit
Bank Of
Lynch
KeyBank National
Master Servicer Yes nvarchar 50
Association
Torchlight Loan
Special Servicer Yes nvarchar 50
Services, LLC
Level 7 Yes nvarchar 50 Office&Retail&Hotel
Original Rating Yes nvarchar 5 AAA
Current Rating Yes nvarchar 5 BBB
Seniority Level 2 Yes nvarchar 20 SubSenior
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IS IO Yes int 0
IS PAC Yes int 0
0-1 Years Yes int 0
1-3 Years Yes int 1
1-5 Years Yes int 1
3-5 Years Yes int 0
5-7 Years Yes int 0
10+ Years Yes int 0
15+ Years Yes int 0
Benchmark Identifier Yes nvarchar 30
Cumulative Interest
Yes float 0
Shortfall
Cumulative Principal
Yes float 0
Loss
Period Principal Loss Yes float 0
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2.4 Previews for Index Members

The preview schedule varies for each index. Some are posted weekly, and others less frequently. Previews for all
indices become more frequent towards the end of the month. The folders where the preview files can be found are
below. Each preview file posted overwrites the previous preview file for that month. Once the final membership is
determined post rebalancing, it will also be posted in the preview folder.
The preview of the index members for the following month may be found within the directories:
Index Name Directory

iBoxx ABF indices abf_eom_components\preview
iBoxx Asia indices asia_eom_components\preview
iBoxx EUR indices eur_eom_components\preview
iBoxx EUR Liquid indices eur_lq_eom_components\preview
iBoxx EUR HY indices eur_hy_eom_components\preview
iBoxx EUR HY Sovereigns indices eur_hy_eom_components\preview
iBoxx GBP indices gbp_eom_components\preview
iBoxx GBP Liquid indices gbp_lq_eom_components\preview
iBoxx GEMX indices gemx_eom_components\preview
iBoxx Global Sovereign Japan indices jpy_eom_components\preview
iBoxx ILB indices ilb_eom_components\preview
iBoxx Singapore Dollar indices sgd_eom_components\preview
iBoxx USD indices iboxx_usd_eom_components\preview
iBoxx USD Leveraged Loans Indices Components
iBoxx USD Leveraged Loans Top 100 Indices Components
These files have the same format as the monthly constituents files.
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2.5 End-Of-Day Index Data
Daily index data may be found within the following files:
The below list represents end of day files, which will be published daily after trading hours:

iBoxx ABF indices iboxx_abf_eod_indices.csv
iBoxx Asia indices iboxx_asia_eod_indices.csv
iBoxx EUR HY indices iboxx_eur_hy_eod_indices.csv
iBoxx EUR HY Sovereigns indices iboxx_eur_hy_eod_indices.csv
iBoxx ILB indices iboxx_ilb_eu_eod_aggregatedindices.csv
iBoxx ILB indices iboxx_ilb_eu_eod_localindices.csv
iBoxx Global Sovereign Japan iboxx_jpy_fe_eod_indices.csv
iBoxx Singapore Dollar indices iboxx_sgd_eod_indices.csv
iBoxx GEMX indices iboxx_gemx_eod_indices.csv
iBoxx USD indices iboxx_usd_eod_indices.csv
iBoxx USD Liquid HY iboxx_usd_lq_hy_eod_indices.csv
iBoxx USD Liquid IG iboxx_usd_lq_ig_eod_indices.csv
iBoxx USD Liquid IG Top 30 iboxx_usd_lq_ig_top30_eod_indices.csv
iBoxx USD Pension Liability Indices iboxx_ usd_eod_pensionindices.csv
iBoxx USD Leveraged Loans Indices markit_iboxx_usd_lev_ln_eod_indices.csv
iBoxx USD Leveraged Loans Top 100 Indices markit_iboxx_usd_liquid_100_lev_ln_eod_indices.csv
iBoxx USD CMBS Indices iboxx_usd_cmbs_eod_indices.csv
iBoxx USD CMBS Liquid Index iboxx_usd_cmbs_lq_eod_indices.csv
The following end of day files also have corresponding midday files (referenced below):

iBoxx EUR indices iboxx_eur_eod_indices.csv
iBoxx EUR Mid indices iboxx_eur_eod_indices_mid.csv
iBoxx EUR Liquid indices iboxx_eur_lq_eod_indices.csv
iBoxx GBP indices iboxx_gbp_eod_indices.csv
iBoxx GBP Mid indices iboxx_ gbp _eod_indices_mid.csv
iBoxx GBP Liquid indices iboxx_ gbp _lq_eod_indices.csv
Some EUR and GBP files are published midday as well as end of day. These files can be found within : IBOXX_EUR 
EUR_Fixings and IBOXX_GBP  GBP_Fixings. As you can see in the file name, these files are published with prices as
of a 13:00 CET snap. The midday files also have the same format as their end of day counterparts.
Index file names for midday files:

iBoxx EUR indices iboxx_eur_1300cet_indices.csv
iBoxx EUR Mid indices iboxx_eur_1300cet_indices_mid.csv
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iBoxx EUR Liquid indices iboxx_eur_lq_1300cet_indices.csv

iBoxx GBP indices iboxx_gbp_1300cet_indices.csv
iBoxx GBP Mid indices iboxx_ gbp _1300cet_indices_mid.csv
iBoxx GBP Liquid indices iboxx_ gbp _lq_1300cet_indices.csv
In addition, files with the index values of previous days are available with the _YYYMMDD.csv extension.

iboxx_eur_eod_indices_20050706.csv contains the data for July 6th 2005.
2.5.1.1 Data Format Convention
2.5.1.2 Markit iBoxx EUR Indices (iboxx_eur_eod_indices.csv)

Markit iBoxx EUR High Yield Sovereigns Indices (iboxx_eur_eod_indices.csv)
Markit iBoxx EUR Mid Indices (iboxx_eur_eod_indices_mid.csv)
Markit iBoxx EUR Liquid Sovereigns AAA-AA 1-5 Index (iboxx_GB00B8GB2Y00_eod_indices.csv)
Markit iBoxx GBP Indices (iboxx_gbp_eod_indices.csv)
Markit iBoxx GBP Liquid Indices (iboxx_gbp_lq_eod_indices.csv)
Markit iBoxx GBP Liquid 100 Indices (iboxx_gbp_lq_100_eod_indices.csv)
Markit iBoxx GBP Mid Indices (iboxx_gbp_eod_indices_mid.csv)
Markit iBoxx USD Indices (iboxx_usd_eod_indices.csv)
Markit iBoxx USD Liquid High Yield Indices (iboxx_usd_lq_hy_eod_indices.csv)
Markit iBoxx USD Liquid High Yield Capped Indices (iboxx_usd_lq_hy_capped_eod_indices.csv)
Markit iBoxx USD Liquid High Yield Mid Indices (iboxx_usd_lq_hy_mid_eod_indices.csv)
Markit iBoxx USD Liquid Investment Grade Indices (iboxx_usd_lq_ig_eod_indices.csv)
Markit iBoxx USD Liquid Investment Grade Mid Indices (iboxx_usd_lq_ig_mid_eod_indices.csv)
Markit iBoxx USD Liquid Investment Grade Top 30 Indices (iboxx_usd_lq_ig_top30_eod_indices.csv)

Fixing No nvarchar 10 EU_EOD
BBG_Ticker_CPi Yes nvarchar 30 QW5
BBG_Ticker_CPi Yes nvarchar 30 QW5A
Name Yes nvarchar 256 iBoxx € Corporates

CPi_Today Yes float 99.427413260827
TRi_Today Yes float 215.29418312536
CPi_previous_EOM Yes float 99.985097278071
TRi_previous_EOM Yes float 216.01428299082
Cost Factor_TRi Yes float 1
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Cash Yes float 0

Cost Factor_CPi Yes float 1
Interest on Cash Yes float 11482.45124
Simple Margin Yes float
Discount Margin Yes float
Duration to
Yes float 5.055540761
Maturity
Portfolio Duration Yes float 5.028064708
Portfolio Duration
Yes float 5.040333431
to Maturity
Annual Yield to
Maturity
Annual Modified
Yes float 4.987093773
Duration
Annual Modified
Duration to Yes float 4.999158382
Maturity
Annual Convexity to
Yes float 40.26472702
Maturity
Annual Portfolio
Yes float 1.128915408
Yield
Annual Portfolio
Yes float 4.972095928
Yield to Maturity
Annual Portfolio
Yes float 4.984120654
Modified Duration
Annual Portfolio
Modified Duration Yes float 39.92623186
to Maturity
Annual Portfolio
Yes float 40.14360862
Convexity
Annual Portfolio
Convexity to Yes float 40.1436086242374
Maturity
Semi-Annual Yield
Yes float 1.12801340977599
to Maturity
Semi-Annual
Yes float 5.01505996303229
Modified Duration
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Semi-Annual
to Maturity
Semi-Annual
Yes float 38.0590763334067
Convexity
Semi-Annual
Maturity
Semi-Annual
Yes float 1.12246418151077
Portfolio Yield
Semi-Annual
Portfolio Yield to Yes float 1.1246202866896
Maturity
Semi-Annual
Portfolio Modified Yes float 4.99997440146655
Duration
Semi-Annual
Portfolio Modified
Yes float 5.01212060615978
Duration to
Maturity
Semi-Annual
Yes float 37.9445926495834
Portfolio Convexity
Semi-Annual
Portfolio Convexity Yes float 38.159624554732
to Maturity
OAS Yes float 114.437886361501
Effective OA
Yes float 3.0416322783417
duration
OA Convexity Yes float -755.919446123173
z-spread Yes float 116.095824879115
z-spread over Libor Yes float 73.8751905939981
Expected Remaining
Yes float 5.50750749302019
Life
Nominal Value Yes float 1369377449065
Market Value Yes float 1541663832299
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Seniority Level 1 Yes nvarchar 50 *
Paid Cash Yes float 4651396744.95
Annual Index
Yes float 109.400018877147
Benchmark Spread
Semi-annual Index
Yes float 108.980066900278
Benchmark Spread
Annual Benchmark
Yes float 109.077060734268
Spread to BM-Curve
Semi-Annual
Benchmark Spread 108.65799812006
to BM-Curve
DV 01 Yes float 0.0571861696335218
FX Version Yes nvarchar 50 Local
Index Currency No nvarchar 10 EUR
Tax Consideration Yes nvarchar Gross
Daily Return Yes float 0.0003095060480931
Month-to-Date
Yes float -0.00333357524088918
Return
Quarter-to-Date
Yes float 0.0121894124877602
Return
Year-to-Date Return Yes float 0.0121894124877602
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Gross Price Index Yes float 105.590663474097
Coupon Income
Yes float 1.12593023815058
Index
Redemption Income
Yes float 0
Index
Income Index Yes float 1.12593023815058
Number of Bonds Yes float 1569
Daily Sovereign
Yes float -0.000184758704833583
Curve Swap Return
Daily Libor Swap
Yes float 0.000187229153964602
Return
Month-to-date
Sovereign Curve Yes float 0.993340408553698
Swap Return
Month-to-date
Yes float 0.992851046110931
Libor Swap Return
Duration Weighted
Yes float 0.127792146095617
Exposure
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2.5.1.3 Markit iBoxx Emerging Markets Liquid Indices (iboxx_em_lq_eod_indices.csv)

Code_TRi Yes nvarchar 30 IB8A
Name Yes nvarchar 256 iBoxx € Liquid Corporates
CPi_Today Yes float
CPi_Yesterday Yes float
TRi_Yesterday Yes float 152.2601156
Cost Factor_TRi Yes float 0.99943587
Cash_TRi Yes float 0
Cost Factor_CPi Yes float
Cash_CPi Yes float
Cash Accrued Yes float 1.0000225
Annual Modified
Yes float 3.667897808
Duration
Annual Portfolio
Yes float 4.556946754
Yield
Annual Portfolio
Yes float 3.667897808
Modified Duration
Annual Portfolio
Yes float 20.62881541
Convexity
Semi-Annual
Yes float 3.750264739
Modified Duration
Semi-Annual
Yes float 19.77788705
Convexity
Semi-Annual
Yes float 4.503185783
Portfolio Yield
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Semi-Annual
Duration
Semi-Annual
Yes float 19.77788705
Portfolio Convexity
Expected Remaining
Yes float 4.368215583
Life
Level 0 Yes nvarchar 50 EURL
Paid Cash Yes float 0
Annual Index
Yes float 180.5440683
Benchmark Spread
Semi-annual Index
Yes float 177.1373654
Benchmark Spread
Month-to-Date
Return
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2.5.1.4 Markit iBoxx Global Development High Yield Indices (iboxx_GblDevHy_eod_indices.csv)

Markit iBoxx Global Development High Yield Capped Indices (iboxx_GblDevHyCapped_eod_indices.csv)
Markit iBoxx Global Development High Yield Ex USD Indices (iboxx_GblDevHyExUSD_eod_indices.csv)

Code_CPi Yes nvarchar 30 IXLM
Code_TRi Yes nvarchar 30 IXLN
Name Yes nvarchar 256 iBoxx £ Non-Gilts 1-15
CPi_Yesterday Yes float 84.69855986
Annual Modified
Yes float 4.468996268
Duration
Annual Portfolio
Yes float 7.146550159
Yield
Annual Portfolio
Yes float 4.468922066
Modified Duration
Annual Portfolio
Yes float 35.24926557
Convexity
Semi-Annual
Yes float 4.621504832
Modified Duration
Semi-Annual
Yes float 35.54541822
Convexity
Semi-Annual
Portfolio Yield
Semi-Annual
Duration
Semi-Annual
Yes float 35.54482803
Portfolio Convexity
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Expected Remaining
Life
Nominal Value Yes float 3.230114684911
Market Value Yes float 3.086614684911
Level 0 Yes nvarchar 50 GBP
Level 1 Yes nvarchar 50 Non-Gilts
Annual Index
Yes float 394.8508201
Benchmark Spread
Semi-annual Index
Yes float 381.0177312
Benchmark Spread
Month-to-Date
Yes float 0.000469525
Return
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Coupon Income
Yes float 2.081395172
Index
Redemption Income
Index
Asset Swap Margin Yes float
DV 01 Yes float 0.1545
Daily excess return
Yes float 0.00156
over sovereigns
Daily excess return
Yes float 0.01256
over LIBOR
Month-to-date
excess return over Yes float 0.0365
sovereigns
Month-to-date
LIBOR
Duration weighted
Yes float 0.8965
exposure
Annual Benchmark
Yes float 526.36
Spread to BM-Curve
Semi-Annual
to BM-Curve
Yield to worst Yes float 10.89776
Modified duration
Yes float 3.89776
to worst
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2.5.1.5 Markit iBoxx Asian Bond Fund Indices (iboxx_abf_eod_indices.csv)

Markit iBoxx Asia Indices (iboxx_asia_eod_indices.csv)

Index Identifier No nvarchar 50 CNY.LCY.ASIA
ISIN_TRi No nvarchar 20 GB00B3CFVT97
Code_TRi Yes nvarchar 30 IBOXX ASIA CNA
Name No nvarchar 256 iBoxx Asia China
Local Total Return
Yes float 125.3228478
Index Today
Local Clean Price
Yes float 107.5708087
Index Today
Local Total Return
Yes float 125.2647945
Index Yesterday
Local Clean Price
Yes float 107.5309926
Index Yesterday
Hedged Total Return
Yes float 142.8146948
Index (USD)
Hedged Clean Price
Yes float 122.5617063
Index (USD)
Unhedged Total
Yes float 151.8467163
Return Index (USD)
Unhedged Clean
Yes float 130.3375591
Price Index (USD)
Annual Modified
Yes float 4.320844301
Duration
Annual Portfolio
Yes float 3.357394628
Yield
Annual Portfolio
Yes float 4.313887951
Modified Duration
Annual Portfolio
Yes float 43.58454998
Convexity
Semi-Annual
Yes float 4.392760068
Modified Duration
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Semi-Annual
Yes float 43.12928117
Convexity
Semi-Annual
Yes float 3.328395436
Portfolio Yield
Semi-Annual
Duration
Semi-Annual
Yes float 43.05984511
Portfolio Convexity
Expected Remaining
Life
Annual Index
Yes float
Benchmark Spread
Semi-annual Index
Yes float
Benchmark Spread
Daily Local Currency
Yes float 0.000463444
Index Return
Month-to-date Local
Yes float -0.009986972
Currency Return
Month-to-date
Hedged Index Yes float -0.010138545
Return (USD)
Month-to-date
Unhedged Index Yes float -0.009856531
Return (USD)
Level 0 No nvarchar 50 CNY
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Unhedged Market
Yes float 635399149117
Value (USD)
Unhedged Base
Yes float 642759136133
Market Value (USD)
Unhedged Paid Cash
(USD)
Hedged Market
Yes float 635217882424
Value (USD)
Hedged Base Market
Yes float 642759136133
Value (USD)
Hedged Paid Cash
(USD)
Coupon Income
Yes float 2.526596937
Index
Redemption Income
Yes float 0
Index
Gross Price Index
Hedged (USD)
Coupon Income
Yes float 2.881674468
Index Hedged (USD)
Redemption Income
Yes float 0
Index Hedged (USD)
Income Index
Yes float 2.881674468
Hedged (USD)
Gross Price Index
Yes float 132.6575112
Unhedged (USD)
Coupon Income
Index Unhedged Yes float 3.060716682
(USD)
Redemption Income
Index Unhedged Yes float 0
(USD)
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Income Index
Yes float 3.060716682
Unhedged (USD)
2.5.1.6 Markit iBoxx EUR High Yield Indices (iboxx_eur_hy_eod_indices.csv )

Markit iBoxx EUR High Yield Covered Indices (iboxx_eur_hy_covered_eod_indices.csv)

Index Identifier No nvarchar 20 EHY.FiR
ISIN CPi Yes nvarchar 20 GB00B1KTN714
ISIN TRi Yes nvarchar 20 GB00B1CR2N29
Code CPi Yes nvarchar 30
Code TRi Yes nvarchar 30
iBoxx EUR High Yield
Fixed rate
CPi Today Yes float 124.5507624
TRi Today Yes float 172.7347048
CPi Yesterday Yes float 124.8435958
TRi Yesterday Yes float 173.0989736
Coupon Income
Yes float 3.716047553
Index
Redemption Income
Yes float 3.624006623
Index
Annual Yield to
Yes float 6.988051735
Maturity
Annual Yield to
Yes float 6.755940561
Worst
Annual Portfolio
Yes float 6.906131456
Yield to Maturity
Semi-Annual Yield to
Yes float 6.865859087
Maturity
Yes float 6.640569805
Worst
Semi-Annual
Portfolio Yield to Yes float 6.785371262
Maturity
OAS Annual Yield Yes float
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OAS Semi-Annual
Yes float
Yield
Annual Benchmark
Yes float 222.3639246
Spread
Semi-annual
Yes float 215.8497846
Benchmark Spread
Z Spread Yes float
OAS Spread Yes float
Duration to Maturity Yes float 4.783661139
Duration to Worst Yes float 3.821256417
Portfolio Duration to
Yes float 4.727582725
Maturity
Annual Modified
Yes float 4.471927293
Duration to Maturity
Annual Modified
Yes float 3.580109286
Duration to Worst
Annual Portfolio
to Maturity
Semi-Annual
to Maturity
Semi-Annual
Semi-Annual
to Worst
OAS Annual
Yes float
Modified Duration
OAS Semi-Annual
Yes float
Modified Duration
Spread Duration Yes float
Annual Convexity to
Yes float 31.79959714
Maturity
Annual Convexity to
Yes float 22.97397
Worst
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Annual Portfolio
Maturity
Semi-Annual
Maturity
Semi-Annual
Yes float 22.80723375
Convexity to Worst
Semi-Annual
to Maturity
OAS Convexity Yes float
Expected Remaining
Yes float 5.323287671
Life
Coupon No float 6.5
Daily Return Yes float -0.002104396
Month-to-Date
Yes float -0.002229123
Return
Quarter-to-Date
Yes float 0.014236285
Return
Daily Price Return Yes float -0.002345602
Month-to-Date Price
Yes float -0.003622637
Return
Quarter-to-Date
Yes float 0.001470226
Price Return
Year-to-Date Price
Yes float -0.001700142
Return
Daily Excess Return Yes float
Month-to-Date
Yes float
Excess Return
Level 0 No varchar 50 iBoxx High Yield
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Rating Yes nvarchar 10 *
Debt Yes nvarchar 10
Is Callable Yes char 1
Is Core index Yes char 1 *
Is Crossover Yes char 1 *
Is FRN Yes char 1 0
Is Hybrid Yes bit 1
Is PIK Yes char 1 0
Is Zero Coupon Yes char 1 0
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2.5.1.7 Markit iBoxx EUR High Yield Liquid Indices (iboxx_eur_hy_lq_eod_indices.csv)

ISIN_CPi Yes nvarchar 20 GB00B28Y7959
ISIN_TRi No nvarchar 20 GB00B28Y7C82
iBoxx EUR Liquid High
Name No nvarchar 256 Yield Index
Annual Modified
Annual Portfolio
Yield Yes float 11.39814779
Annual Portfolio
Annual Portfolio
Convexity Yes float 19.76406836
Semi-Annual
Semi-Annual
Semi-Annual
Portfolio Yield Yes float 11.04570005
Semi-Annual
Portfolio Modified
Semi-Annual
Expected Remaining
Life Yes float 5.059627755
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Cash Yes float 37781849.9
Annual Index
Benchmark Spread Yes float
Semi-annual Index
Benchmark Spread Yes float
Month-to-Date
Return Yes float 1.059034615
Coupon Income
Index Yes float 4.73168391
Redemption Income
2.5.1.8 Markit iBoxx EU FX Indices (iboxxfx_eu_eod_indices.csv)

Markit iBoxx US FX Indices (iboxxfx_us_eod_indices.csv)

Date No date 12-31-2001
Fixing No char 50 EU_EOD
Index Identifier No nvarchar 50 FXEUR
ISIN Yes nvarchar 50 GB00B1CD9T59
SEDOL Yes nvarchar 50 B1CD9Q2
Reuters RIC Yes nvarchar 50 .IBOXXFXEURE
Index Name Yes nvarchar 50 iBoxxFX EUR TWI
Index Level Today Yes float 982.331226262535
Index Level
Yes float 983.235286159357
Yesterday
Month-to-Date
Yes float 0.01766877373746
Return
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2-Week Volatility Yes float 0.06883134645517

1-Month Volatility Yes float 0.08435652021496
6-Month High Yes float 108.24564276489
6-Month Low Yes float 103.70647549984
12-Month High Yes float 108.24564276489
12-Month Low Yes float 982.06912756528
All Time High Yes float 108.24564276489
All Time Low Yes float 982.06912756528
2.5.1.9 Markit iBoxx Global Emerging Markets Indices (iboxx_gemx_eod_indices.csv)

Index Identifier No nvarchar 50 CNY.EM.ALL
ISIN_TRi No nvarchar 20 GB00B2PS6K42
Code_TRi Yes nvarchar 30 CNY.EM.ALL
Name No nvarchar 256 iBoxx GEMX China
Local Total Return
Index Today Yes float 109.017342
Local Total Return
Index Net-of-Tax
Today Yes float 109.0207739
Local Clean Price
Index Today Yes float 103.244572
Local Total Return
Index Yesterday Yes float 109.005838
Local Total Return
Index Net-of-Tax
Yesterday Yes float 109.0092695
Local Clean Price
Index Yesterday Yes float 103.2447899
Hedged Total Return
Index (USD) Yes float 109.2353286
Hedged Total Return
Index Net-of-Tax
(USD) Yes float 109.2387886
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Hedged Clean Price

Index (USD) Yes float 103.4387759
Unhedged Total
Return Index (USD) Yes float 113.495561
Unhedged Total
Return Index Net-of-
Tax (USD) Yes float 113.4991338
Unhedged Clean
Price Index (USD) Yes float 107.4856569
Duration Weighted
Exposure Yes float 1.001563664
Annual Modified
Annual Portfolio
Yield Yes float 3.156899197
Annual Portfolio
Annual Portfolio
Semi-Annual
Semi-Annual
Semi-Annual
Semi-Annual
Portfolio Modified
Semi-Annual
Expected Remaining
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Index Return Yes float 0.000105535
Daily Net-of-Tax
Month-to-date Local
Currency Return Yes float -0.006482953
Month-to-date Net-
of-Tax Return Yes float -0.006482953
Month-to-date
Hedged Index
Return (USD) Yes float -0.006428105
Month-to-date
Unhedged Index
Return (USD) Yes float -0.006512042
Region No nvarchar 10 Asia
Markit iBoxx Rating Yes nvarchar 10 A
Unhedged Market
Value (USD) Yes float 163433573624
Unhedged Base
Market Value (USD) Yes float 165394110519
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Unhedged Paid Cash

(USD) Yes float 883483582
Hedged Market
Hedged Base Market
Hedged Paid Cash
(USD) Yes float 883483582
Coupon Income
Redemption Income
Index Yes float 0
Gross Price Index
Hedged (USD) Yes float 103.2143056
Coupon Income
Index Hedged (USD) Yes float 3.099024648
Redemption Income
Index Hedged (USD) Yes float 0
Income Index
Hedged (USD) Yes float 3.099024648
Gross Price Index
Unhedged (USD) Yes float 107.2526276
Coupon Income
Index Unhedged
Redemption Income
Index Unhedged
(USD) Yes float 0
Income Index
Unhedged (USD) Yes float 3.214955258
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2.5.1.10 Markit iBoxx Inflation Linked Bond EU Aggregate indices (iboxx_ilb_eu_eod_aggregatedindices.csv)

Markit iBoxx Inflation Linked Bond FE Aggregate Indices (iboxx_ilb_fe_eod_aggregatedindices.csv)
Markit iBoxx Inflation Linked Bond US Aggregate Indices (iboxx_ilb_us_eod_aggregatedindices.csv)

Index Identifier No nvarchar 50 ILBPANAMECAD.ALL
ISIN_TRi No nvarchar 20 GB00B0VMMC07
Index Ticker Yes nvarchar 50 ILBPANAMECAD.ALL
iBoxx America
Name Yes nvarchar 256 Inflation-Linked Index
All CAD
Expected Remaining
Yes float 5.323287671
Life
Nominal Total Return
Yes float 152.9269354
Index Hedged Today
Yes float 113.8233488
Index Unhedged Today
Real Total Return Index
Yes float 132.7815377
Hedged Today
Yes float 98.57250016
Unhedged Today
Nominal Clean Price
Yes float 129.6115527
Index Hedged Today
Nominal Clean Price
Index Unhedged Today
Index Hedged Yes float 153.0948919
Yesterday
Yesterday
Yes float 132.9645186
Hedged Yesterday
Yes float 98.77476692
Unhedged Yesterday
Nominal Clean Price
Index Hedged Yes float 129.764743
Yesterday
Nominal Clean Price
Yesterday
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Real Daily Return

Yes float -0.001378059
Hedged
Real Month-to-Date
Yes float 0.995188143
Return Hedged
Nominal Daily Return
Yes float -0.001264909
Hedged
Nominal Month-to-
Yes float 0.999453494
Date Return Hedged
Real Market Value
Yes float 3.887024684911
Unhedged
Real Base Market Value
Yes float 3.8734684911
Unhedged
Real Duration Hedged Yes float 8.959459248
Real Duration
Yes float 8.953918188
Unhedged
Real Portfolio Duration
Yes float 8.950131466
Hedged
Real Portfolio Duration
Yes float 8.944684025
Unhedged
Real Annual Modified
Yes float 8.749677491
Duration Hedged
Real Annual Modified
Yes float 8.744197403
Duration Unhedged
Real Annual Portfolio
Hedged
Unhedged
Real Semi-Annual
Hedged
Real Semi-Annual
Unhedged
Real Semi-Annual
Duration Hedged
Real Semi-Annual
Duration Unhedged
87 of 169
Real Straight Convexity

Yes float 128.2708647
Hedged
Real Straight Convexity
Yes float 128.1110812
Unhedged
Real Annual Convexity
Yes float 1.304684902
Hedged
Real Annual Convexity
Yes float 129.4265545
Unhedged
Yes float 129.4517925
Convexity Hedged
Yes float 129.2930771
Convexity Unhedged
Real Semi-Annual
Yes float 128.2708647
Convexity Hedged
Real Semi-Annual
Yes float 128.1110812
Convexity Unhedged
Real Semi-Annual
Hedged
Real Semi-Annual
Unhedged
Real Straight Yield
Yes float 2.383793259
Hedged
Real Straight Yield
Yes float 2.384586202
Unhedged
Real Annual Yield
Yes float 2.398134105
Hedged
Real Annual Yield
Yes float 2.398935529
Unhedged
Yes float 2.395637384
Yield Hedged
Yes float 2.396461511
Yield Unhedged
Real Semi-Annual Yield
Yes float 2.383793259
Hedged
Real Semi-Annual Yield
Yes float 2.384586202
Unhedged
Real Semi-Annual
Yes float 2.381311468
Portfolio Yield Hedged
Real Semi-Annual
Unhedged
88 of 169
Nominal Market Value

Yes float 4.353844684911
Unhedged
Nominal Base Market
Yes float 4.320434684911
Value Unhedged
Nominal Duration
Yes float 8.989590716
Hedged
Nominal Duration
Yes float 8.983851887
Unhedged
Nominal Portfolio
Yes float 8.979451442
Duration Hedged
Nominal Portfolio
Yes float 8.973813561
Duration Unhedged
Nominal Annual
Hedged
Nominal Annual
Unhedged
Nominal Annual
Duration Hedged
Nominal Annual
Duration Unhedged
Nominal Semi-Annual
Duration Hedged
Nominal Semi-Annual
Duration Unhedged
Nominal Semi-Annual
Hedged
Nominal Semi-Annual
Unhedged
Nominal Straight
Yes float 126.0780073
Convexity Hedged
Nominal Straight
Convexity Unhedged
Nominal Annual
Yes float 123.3093024
Convexity Hedged
Nominal Annual
Convexity Unhedged
89 of 169
Nominal Annual
Hedged
Nominal Annual
Unhedged
Nominal Semi-Annual
Yes float 126.0780073
Convexity Hedged
Nominal Semi-Annual
Convexity Unhedged
Nominal Semi-Annual
Hedged
Nominal Semi-Annual
Unhedged
Nominal Straight Yield
Yes float 5.737118246
Hedged
Nominal Straight Yield
Yes float 5.739404
Unhedged
Nominal Annual Yield
Yes float 5.820450541
Hedged
Nominal Annual Yield
Yes float 5.822794293
Unhedged
Nominal Annual
Yes float 5.813885711
Nominal Annual
Unhedged
Nominal Semi-Annual
Yes float 5.737118246
Yield Hedged
Nominal Semi-Annual
Yes float 5.739404
Yield Unhedged
Nominal Semi-Annual
Yes float 5.730647405
Nominal Semi-Annual
Unhedged
90 of 169

2.5.1.11 Markit iBoxx Inflation Linked Bond EU Local Indices (iboxx_ilb_eu_eod_localindices.csv)

Markit iBoxx Inflation Linked Bond FE Local Indices (iboxx_ilb_fe_eod_localindices.csv)
Markit iBoxx Inflation Linked Bond US Local Indices (iboxx_ilb_us_eod_localindices.csv)

Index Identifier No nvarchar 50 ILBCADALL.LCY
ISIN_TRi Yes nvarchar 20 GB00B0SD3Z63
Index Ticker Yes nvarchar 50 B0SD3Z6.LCY
iBoxx Canada Inflation-
Linked Index
Real Total Return
Index Local Currency Yes float 149.8886371
Today
Real Total Return
Index USD Hedged Yes float 146.5956696
Today
Real Total Return
Index USD Yes float 201.2903654
Unhedged Today
Real Total Return
Index GBP Hedged Yes float 162.545673
Today
Real Total Return
Index GBP Yes float 163.0539375
Unhedged Today
Real Total Return
Index EUR Hedged Yes float 148.9081457
Today
Real Total Return
Index EUR Unhedged Yes float 150.5336625
Today
Real Total Return
Index JPY Hedged Yes float 126.0658927
Today
91 of 169
Real Total Return

Index JPY Unhedged Yes float 202.3435385
Today
Real Total Return
Index CAD Hedged Yes float 124.46545645
Today
Real Total Return
Index CAD Yes float 126.15646547
Unhedged Today
Real Total Return
Index SEK Hedged Yes float 149.4912537
Today
Real Total Return
Index SEK Unhedged Yes float 157.8640069
Today
Real Total Return
Yesterday
Real Duration Yes float 16.38767341
Real Portfolio
Yes float 16.15775686
Duration
Real Annual
Yes float 16.09667556
Modified Duration
Real Annual
Duration
Real Semi-Annual
Yes float 16.24152271
Modified Duration
Real Semi-Annual
Duration
Real Annual
Yes float 344.2554863
Convexity
Real Annual
Yes float 339.4256346
Portfolio Convexity
Real Semi-Annual
Convexity
Real Semi-Annual
Yes float 337.63023
Portfolio Convexity
Real Annual Yield Yes float 1.807816325
Real Annual
Yes float 1.782452939
Portfolio Yield
92 of 169
Real Semi-Annual
Yes float 1.799718122
Yield
Real Semi-Annual
Yes float 1.774468353
Portfolio Yield
Expected Remaining
Yes float 5.323287671
Life
Real Market Value Yes float 28200688539
Real Base Market
Yes float 28894674960
Value
Real Paid Cash Yes float 401281250
Real Daily Return
Yes float -1.41E-03
Local Currency
Real Month-to-Date
Return Local Yes float 0.989869927
Currency
Nominal Clean Price
Index USD Hedged Yes float 138.3277819
Today
Nominal Clean Price
Index USD Yes float 189.9747484
Unhedged Today
Nominal Clean Price
Index GBP Hedged Yes float 153.3885849
Today
Nominal Clean Price
Index GBP Yes float 153.8877964
Unhedged Today
Nominal Clean Price
Index EUR Hedged Yes float 140.4118777
Today
Nominal Clean Price
Index EUR Unhedged Yes float 142.0713535
Today
Nominal Clean Price
Index JPY Hedged Yes float 118.9057983
Today
Nominal Clean Price
Index JPY Unhedged Yes float 190.968717
Today
93 of 169
Nominal Clean Price

Index CAD Hedged Yes float 189.456465
Today
Nominal Clean Price
Index CAD Yes float 197.456456
Unhedged Today
Nominal Clean Price
Index SEK Hedged Yes float 141.0290099
Today
Nominal Clean Price
Index SEK Unhedged Yes float 148.9896198
Today
Nominal Total
Return Index USD Yes float 165.8030242
Hedged Today
Nominal Total
Return Index USD Yes float 227.5123317
Unhedged Today
Nominal Total
Return Index GBP Yes float 183.7021764
Hedged Today
Nominal Total
Return Index GBP Yes float 184.294869
Unhedged Today
Nominal Total
Return Index EUR Yes float 168.1704674
Hedged Today
Nominal Total
Return Index EUR Yes float 170.1435858
Unhedged Today
Nominal Total
Return Index JPY Yes float 142.5978404
Hedged Today
Nominal Total
Return Index JPY Yes float 228.702701
Unhedged Today
Nominal Total
Return Index CAD Yes float 168.15456
Hedged Today
Nominal Total
Return Index CAD Yes float 179.465789
Unhedged Today
Nominal Total
Return Index SEK Yes float 168.9271777
Hedged Today
94 of 169
Nominal Total
Return Index SEK Yes float 178.4288495
Unhedged Today
Nominal Total
Return Index Local Yes float 169.4145334
Currency Today
Nominal Clean Price
Today
Nominal Total
Return Index Local Yes float 169.6194344
Currency Yesterday
Nominal Clean Price
Yesterday
Nominal Duration Yes float 16.15516472
Nominal Portfolio
Yes float 15.92766232
Duration
Nominal Annual
Yes float 15.50564944
Modified Duration
Nominal Annual
Duration
Nominal Semi-
Annual Modified Yes float 19.36432218
Duration
Nominal Semi-
Annual Portfolio Yes float 15.60631176
Modified Duration
Nominal Annual
Yes float 319.1907652
Convexity
Nominal Annual
Yes float 314.6958147
Portfolio Convexity
Nominal Semi-
Yes float 324.9018696
Annual Convexity
Nominal Semi-
Convexity
Nominal Annual
Yes float 4.217188038
Yield
Nominal Annual
Yes float 4.157800193
Portfolio Yield
Nominal Semi-
Yes float 4.173639129
Annual Yield
95 of 169
Nominal Semi-
Yield
Nominal Coupon Yes float 4.773631053
Nominal Market
Yes float 34097490867
Value
Nominal Base
Yes float 34832873772
Market Value
Nominal Paid Cash Yes float 487030739.1
Nominal Daily
Return Local Yes float -0.001367021
Currency
Nominal Month-to-
Date Return Local Yes float 0.992870179
Currency
Level 0 Yes nvarchar 50 CAD
96 of 169
2.5.1.12 Markit iBoxx Singapore Dollar Indices (iboxx_sgd_eod_indices.csv)

Code_CPi Yes nvarchar 30 QW9
Code_TRi Yes nvarchar 30 QW9A
Name Yes nvarchar 256 iBoxx € Sub-Sovereigns
Annual Modified
Yes float 4.014765067
Duration
Annual Portfolio
Yes float 3.650239999
Yield
Annual Portfolio
Yes float 4.014085319
Modified Duration
Annual Portfolio
Convexity
Semi-Annual
Yes float 4.087051061
Modified Duration
Semi-Annual
Yes float 29.03330238
Convexity
Semi-Annual
Yes float 3.614167693
Portfolio Yield
Semi-Annual
Duration
Semi-Annual
Yes float 29.02838669
Portfolio Convexity
Expected Remaining
Yes float 4.961091282
Life
97 of 169

Level 1 Yes nvarchar 50 Sub-Sovereigns
Annual Index
Benchmark Spread
Semi-annual Index
Yes float 67.38944057
Benchmark Spread
Month-to-Date
Yes float 0.0006097
Return
98 of 169

Coupon Income
Yes float 1.472058551
Index
Redemption Income
Yes float 0
Index
DV 01 Yes float 0.12
Daily excess return
Yes float 0.00156
over sovereigns
Daily excess return
Yes float 0.01256
over LIBOR
Month-to-date
sovereigns
Month-to-date
LIBOR
Duration weighted
Yes float 0.8965
exposure
Annual Benchmark
Yes float 526.36
Spread to BM-Curve
Semi-Annual
to BM-Curve
Month-to-date
sovereigns
Month-to-date
LIBOR
99 of 169
Duration weighted
exposure
Annual Benchmark
Yes float 3.610940213
Spread to BM-Curve
Semi-Annual
to BM-Curve
2.5.1.13 Markit iBoxx Global Sovereign Japan Index (iboxx_ jpy_fe_eod_indices.csv )

Fixing No nvarchar 10 US_EOD
Index Identifier No nvarchar 20 JPY.LCY
ISIN_TRi No nvarchar 20 GB00B243CS01
Code_TRi Yes nvarchar 30 IB86
ISIN_CPi Yes nvarchar 20 DE000A0G9BB5
Code_CPi No nvarchar 30 IBOXX GGB JPY CP
iBoxx Sovereign Japan
local currency
Identifier No nvarchar 10 LC
Local Total Return
No float 109.4820
Index Today
Local Clean Price
No float 97.9441
Index Today
Local Total Return
No float 109.6792
Index Yesterday
Local Clean Price
No float 98.1255
Index Yesterday
Hedged Total Return
Yes float 109.4820
Index
Hedged Clean Price
Yes float 97.9441
Index
Unhedged Total
Yes float 109.6792
Return Index
Unhedged Clean
Yes float 98.1255
Price Index
100 of 169
Market Value Local

No float 3.434394684914
Currency
Base Market Value
No float 339582007919198
Local Currency
Hedged Market
Yes float 337368000000
Value
Hedged Base Market
Yes float 3.434394684914
Value
Hedged Paid Cash Yes float 339582007919198
Unhedged Market
Yes float 337368000000000
Value
Unhedged Base
Yes float 3.434394684914
Market Value
Unhedged Paid Cash Yes float 339582007919198
Duration No float 6.39062456581
Portfolio Duration No float 6.39028956910
Annual Yield No float 1.61755939545
Annual Modified
No float 6.28902215881
Duration
Annual Convexity No float 74.45110610470
Annual Portfolio
No float 1.61747460294
Yield
Annual Portfolio
No float 6.28869248810
Modified Duration
Annual Portfolio
No float 74.44720337577
Convexity
Semi-Annual Yield No float 1.61057261755
Semi-Annual
No float 6.33960416669
Modified Duration
Semi-Annual
No float 72.69216982588
Convexity
Semi-Annual
No float 1.61048819129
Portfolio Yield
Semi-Annual
Portfolio Modified No float 6.33927184447
Duration
Semi-Annual
No float 72.68835930043
Portfolio Convexity
101 of 169
Expected Remaining
Yes float 5.323287671
Life
Average Coupon No float 1.53922156221
Annual Index
Yes float 156.89900866491
Benchmark Spread
Semi-annual Index
Yes float 152.68673913348
Benchmark Spread
No float -0.00179827651
Index Return
Month-to-date Local
No float 0.01140966187
Currency Return
Daily Hedged Index
Yes float -0.00179827651
Return
Month-to-date
Hedged Index Yes float 0.01140966187
Return
Daily Unhedged
Yes float -0.00179827651
Index Return
Month-to-date
Unhedged Index Yes float 0.01140966187
Return
5+ Years No bit 1 0
102 of 169

Coupon Income
Index
Redemption Income
Yes float 0.060828147
Index
Gross Price Index
Yes float 98.173487618
Hedged
Coupon Income
Yes float 0.724325658
Index Hedged
Redemption Income
Yes float 0
Index Hedged
Income Index
Yes float 0.724325658
Hedged
Gross Price Index
Yes float 98.173487618
Unhedged
Coupon Income
Yes float 0.724325658
Index Unhedged
Redemption Income
Yes float 0
Index Unhedged
Income Index
Yes float 0.724325658
Unhedged
103 of 169
2.5.1.14 Markit iBoxx Emering Markets Indices (iboxx_em_eod_indices.csv)

Index Identifier No nvarchar 20 I11100001
ISIN_CPi Yes nvarchar 20 GB00B07K9162
ISIN_TRi Yes nvarchar 20 GB00B05CVX01
Code_CPi Yes nvarchar 30 ICPREOV
Code_TRi Yes nvarchar 30 ICRPEOV
iBoxx $ Eurodollar
Corporates
Annual Modified
Yes float 5.038977051
Duration
Annual Portfolio
Yes float 6.255582078
Yield
Annual Portfolio
Yes float 5.020194823
Modified Duration
Annual Portfolio
Yes float 49.84372916
Convexity
Semi-Annual
Yes float 5.194691077
Modified Duration
Semi-Annual
Yes float 50.75126763
Convexity
Semi-Annual
Yes float 6.159749437
Portfolio Yield
Semi-Annual
Duration
Semi-Annual
Portfolio Convexity
104 of 169
Expected Remaining
Yes float 5.323287671
Life
Coupon No float 6.5
Level 1 Yes nvarchar 50 EG
Annual Index
Yes float 112.0053807
Benchmark Spread
Semi-annual Index
Yes float 108.8739208
Benchmark Spread
Daily Return Yes float -2.69E-03
Month-to-Date
Return
105 of 169

Gross Price Index
Yes float 93.54362621
Level
Coupon Income
Yes float 100.9196773
Index Level
Redemption Income
Yes float 100.0055118
Index Level
Income Index Level Yes float 100.9251892
2.5.1.15 Markit iBoxx Emerging Markets USD Corporate Indices (iboxx_em_usd_corp_eod_indices.csv)

Index Identifier No nvarchar 20 I11100001
ISIN_CPi Yes nvarchar 20 GB00B07K9162
ISIN_TRi Yes nvarchar 20 GB00B05CVX01
Code_CPi Yes nvarchar 30 ICPREOV
Code_TRi Yes nvarchar 30 ICRPEOV
iBoxx $ Eurodollar
Corporates
Annual Modified
Yes float 5.038977051
Duration
Annual Portfolio
Yes float 6.255582078
Yield
Annual Portfolio
Yes float 5.020194823
Modified Duration
Annual Portfolio
Yes float 49.84372916
Convexity
106 of 169

Semi-Annual
Yes float 5.194691077
Modified Duration
Semi-Annual
Yes float 50.75126763
Convexity
Semi-Annual
Yes float 6.159749437
Portfolio Yield
Semi-Annual
Duration
Semi-Annual
Portfolio Convexity
Expected Remaining
Yes float 5.323287671
Life
Coupon No float 6.5
Emerging

Level 1 Yes nvarchar 50 EG
Annual Index
Yes float 112.0053807
Benchmark Spread
Semi-annual Index
Yes float 108.8739208
Benchmark Spread
107 of 169
Daily Return Yes float -2.69E-03

Month-to-Date
Return
Gross Price Index
Yes float 93.54362621
Level
Coupon Income
Yes float 100.9196773
Index Level
Redemption Income
Yes float 100.0055118
Index Level
108 of 169
2.5.1.16 Markit iBoxx USD Liquid High Yield Hedged (iboxx_usd_lq_fcy.csv)

Date Yes datetime 01-11-2006
ISIN_TRi No nvarchar 20 GB00B1G2GD13
Code_TRi Yes nvarchar 30 IB86
iBoxx $ Liquid High
Yield Index
CPi_Yesterday Yes float
TRi_Yesterday Yes float
Portfolio Duration Yes float 5204138775
Annual Modified
Yes float 4.771902296
Duration
Annual Portfolio
Yes float 7.912493791
Yield
Annual Portfolio
Yes float 4.771902296
Modified Duration
Annual Portfolio
Yes float 33.89948361
Convexity
Semi-Annual
Modified Duration
Semi-Annual
Yes float 34.18631433
Convexity
Semi-Annual
Yes float 7.758301675
Portfolio Yield
Semi-Annual
Duration
Semi-Annual
Yes float 34.18631433
Portfolio Convexity
109 of 169
Expected Remaining
Yes float 5.323287671
Life
Coupon No float 6.5
Annual Index
Yes float 329.7344508
Benchmark Spread
Semi-annual Index
Yes float 319.5207008
Benchmark Spread
Daily Return Yes float
Month-to-Date
Yes float 0.999697213
Return
Coupon Income
Index
Redemption Income
Yes float 0.060828147
Index
Market Value
No float 399905265612.69
Capped
Notional Capped No float 369467907571.37
110 of 169
2.5.1.17 Markit iBoxx USD Pension indices (iboxx_usd_eod_pensionindices.csv)

Index_ISIN Yes nvarchar 20 GB00B1G2GG44
iBoxx US Pension Index
– Active
Index Level Today Yes float 117,6059565
Annual Yield Yes float 0,05505269
Annual Modified
Yes float 17,89857922
Duration
Annual Convexity Yes float 439,602921
Average Life Yes float 85,89749587
2.5.1.18 Markit iBoxx CVBX Indices (markit_iboxx_cvbx_indices.csv)

ISIN No nvarchar 20 GB00B4KS5P11
Markit Index ID Yes float
Index TK No nvarchar ICVBXS1
RIC No nvarchar .CVEXV1
Markit iBoxx CVBX Index
Index Name No nvarchar 256
Series 1
Is On the Run Yes nvarchar 1 Y
Inception Date No datetime 23/09/2009
TRi Today Yes float 104.2038
Index Without
Coupon and Yes float 103.0741
Interest
Foregone Coupon
Yes float 1.145261
Income Index
Total Expected
Yes float 13938238.59
Coupon Amount
Index Cash Yes float 3444746853
111 of 169
Daily Interest on
Yes float 11482.45124
Cash
Month-to-Date
Yes float 1.618491819
Return
Year-to-Date Return Yes float -0.776593019
Inception-to-Date
Yes float 4.203794854
Return
Expected Remaining
Yes float 8.549442
Life
Annual Modified
Yes float 5.363113
Duration
Semi-Annual
Yes float 5.411988
Modified Duration
Semi-Annual
Yes float 73.10065
Convexity
Premium to Parity Yes float 43.01837
112 of 169
2.5.1.19 Markit iBoxx CVEX Indices (markit_iboxx_cvex_indices.csv)

Markit Index ID Yes float 16881
Index TK No nvarchar CVEXV1
RIC No nvarchar .CVEXV1
Markit iBoxx CVEX Index
Series 1 PI
Is On the Run Yes nvarchar 1 Y
Inception Date No datetime 23/09/2009
Number of
Yes float 78
Constituents Close
Number of
Yes float 78
Constituents Open
Index Value Yes float 106.8456
Index Market Cap
Yes float 53409919221
Close
Index Market Cap
Yes float 53409919221
Open
Index Divsor Close Yes float 499879565
Index Divosr Open Yes float 499879565
Month-to-Date
Yes float 0.050489
Return
Inception-to-Date
Yes float 0.068456
Return
113 of 169
2.5.1.20 Markit iBoxx Liquid Leveraged Loan (markit_iboxx_usd_lev_ln_eod_indices.csv)

(markit_iboxx_usd_liquid_100_lev_ln_eod_indices.csv)

Fixing No char 50 US_EOD
Ticker No nvarchar 20 IBXXLLTR
RIC No nvarchar .IBXXLLTR
Markit iBoxx USD Liquid
Leveraged Loan Index
Index Currency No nvarchar 10 USD
TR Index Yes float 146.617036555389
Price Index Yes float 10.4599626087148
Redemption Income
Yes float 11.0428523193962
Index
Total Interest Index Yes float 1.06405312210198
Index Cash Yes float 3444746853
Number of
Yes float 98
Constituents
Expected Remaining
Yes float 8.549442
Life
Daily Return for TR
Yes float -0.00003800676806734
Index
Month-to-Date
Yes float -0.00129493808969894
Return for TR Index
Year-to-Date Return
Yes float 0.0306594597014684
for TR Index
114 of 169
2.5.1.21 Markit iBoxx USD CMBS Indices (iboxx_usd_cmbs_eod_indices.csv)

Markit iBoxx USD CMBS Liquid Index (iboxx_usd_cmbs_lq_eod_indices.csv)

Isin_CPi Yes nvarchar 30 GB00BTGQ9Q35
Isin_TRi No nvarchar 30 GB00BTGQ9527
Code_CPi Yes nvarchar 30 IBXXCMBP
Code_TRi Yes nvarchar 30 IBXXCMBT
Markit iBoxx Trepp
CMBS Overall
Street Modified
Duration
Street Portfolio
Modified Duration
Street Portfolio
Yes float 3.221226391
Yield
Nominal Value Yes float 3.46926E+11
Market Value Yes float 3.46926E+11
Base Market Value Yes float 3.50788E+11
Unrealized Cash Yes float 1270865950
Original Rating Yes nvarchar 5 AA
Current Rating Yes nvarchar 5 AA
Index Benchmark
Yes float 167.4125519
Spread
115 of 169
Index Asset Swap

Yes float 151.4909791
Spread
Daily Total Return Yes float -0.00053137
Month-To-Date
Yes float -0.007388581
Total Return
Quarter-To-Date
Yes float -0.000649472
Total Return
Year-To-Date Total
Yes float -0.000649472
Return
1-3 Years Yes bit 0
1-5 Years Yes bit 1
1-10 Years Yes bit 1
3-5 Years Yes bit 1
5-7 Years Yes bit 0
5+ Years Yes bit 0
10+ Years Yes bit 0
15+ Years Yes bit 0
Gross Price Index
Yes float 84.99581939
Level
Coupon Income
Yes float 0.657478708
Index Level
Redemption Income
Yes float 0.251914015
Index Level
Number of Bonds Yes int 2169
Average
Yes float 0.053273679
Delinquency Rate
116 of 169
2.6 End-Of-Day Underlying Data

Daily underlying data may be found within the following files:
The below list represents end of day files, which will be published daily after trading hours:

iBoxx ABF indices iboxx_abf_eod_underlyings.csv
iBoxx Asia indices iboxx_asia_eod_underlyings.csv
iBoxx USD Emerging Market Sovereign indices iboxx_em_eod_underlyings.csv
iBoxx USD Emerging Market Sovereign Liquid indices iboxx_em_lq_eod_underlyings.csv
iBoxx USD Emerging Markets Corporates indices iboxx_em_usd_corp_eod_Underlyings.csv
iBoxx EUR LQ Sovereign Money Market indices iboxx_eur_lq_sov_mm_eod_underlyings.csv
iBoxx EUR HY indices iboxx_eur_hy_eod_underlyings_cumcrossover.csv*
iBoxx EUR HY indices iboxx_eur_hy_eod_underlyings_excrossover.csv**
iBoxx EUR HY Covered indices iboxx_eur_hy_covered_eod_underlyings.csv
iBoxx EUR HY Sovereigns indices iboxx_eur_eod_indices.csv
iBoxx EUR HY Liquid indices iboxx_eur_hy_lq_eod_underlyings.csv
iBoxx EUR HY Liquid Top 30 indices iboxx_eur_hy_lq_top30_eod_underlyings.csv
iBoxx GBP Liquid 100 indices iboxx_gbp_lq_100_eod_underlyings.csv
iBoxx GEMX indices iboxx_gemx_eod_underlyings.csv
iBoxx Global Developed HY Capped indices iboxx_GblDevHyCapped_eod_underlying.csv
iBoxx Global Developed HY indices iboxx_GblDevHy_eod_underlying.csv
iBoxx Global Developed HY ex-USD indices iboxx_GblDevHyExUSD_eod_underlying.csv
iBoxx ILB indices iboxx_ilb_XX_eod_underlyings.csv (FE, EU or US fixings)
iBoxx Global Sovereign Japan indices iboxx_jpy_fe_eod_underlyings.csv
iBoxx Singapore Dollar indices iboxx_sgd_eod_underlyings.csv
iBoxx USD indices iboxx_usd_eod_underlyings.csv
iBoxx USD Liquid HY indices iboxx_usd_lq_hy_eod_underlyings.csv
iBoxx USD LQ HY Mid-Priced indices iboxx_usd_lq_hy_mid_eod_underlyings.csv
iBoxx USD LQ HY Capped indices iboxx_usd_lq_hy_capped_eod_underlyings.csv
iBoxx USD Liquid IG indices iboxx_usd_lq_ig_eod_underlyings.csv
iBoxx USD Liquid IG Top 30 indices iboxx_usd_lq_ig_top30_eod_underlyings.csv
iBoxx USD LQ IG Mid-Priced indices iboxx_usd_lq_ig_mid_eod_underlyings.csv
iBoxx Liquid Leveraged Loan markit_iboxx_usd_lev_ln_eod_underlyings.csv
iBoxx Liquid Leveraged Loan Top 100 markit_iboxx_usd_liquid_100_lev_ln_eod_underlyings.csv
iBoxx USD CMBS Indices iboxx_usd_cmbs_eod_underlyings.csv
iBoxx USD CMBS Liquid Index iboxx_usd_cmbs_lq_eod_underlyings.csv
*Cumcrossover: includes bonds that have an average rating that is high yield, but one or more agencies have rated as
investment grade
**Excrossover: includes only bonds that are rated high yield by all 3 rating agencies
The following end of day files also have corresponding midday files (referenced below):
117 of 169

iBoxx EUR indices iboxx_eur_eod_underlyings.csv
iBoxx EUR Mid indices iboxx_eur_eod_underlyings_mid.csv
iBoxx EUR Liquid indices iboxx_eur_lq_eod_underlyings.csv
iBoxx GBP indices iboxx_gbp_eod_underlyings.csv
iBoxx GBP Mid indices iboxx_gbp_eod_underlyings_mid.csv
iBoxx GBP Liquid indices iboxx_gbp_lq_eod_underlyings.csv
Some EUR and GBP files are published midday as well as end of day. These files can be found within : IBOXX_EUR 
EUR_Fixings and IBOXX_GBP  GBP_Fixings. As you can see in the file name, these files are published with prices as
of a 13:00 CET snap. The midday files also have the same format as their end of day counterparts.
Index file names for midday files:

iBoxx EUR indices iboxx_eur_1300cet_underlyings.csv
iBoxx EUR Mid indices iboxx_eur_1300cet_underlyings_mid.csv
iBoxx EUR Liquid indices iboxx_eur_lq_1300cet_underlyings.csv
iBoxx GBP indices iboxx_gbp_1300cet_underlyings.csv
iBoxx GBP Mid indices iboxx_gbp_1300cet_underlyings_mid.csv
iBoxx GBP Liquid indices iboxx_gbp_lq_1300cet_underlyings.csv
In addition, files with the index values of previous days are available with the _YYYMMDD.csv extension. For
example the file iboxx_eur_eod_underlyings_20050629.csv contains the data for 29th June 2005.
118 of 169
2.6.2.1 Markit iBoxx EUR Underlyings (iboxx_eur_eod_underlyings.csv)

Markit iBoxx GBP Underlyings Fixings (iboxx_gbp_eod_underlyings.csv)
Markit iBoxx USD Underlyings (iboxx_usd_eod_underlyings.csv)
Markit iBoxx GBP Liquid Underlyings (iboxx_gbp_lq_eod_underlyings.csv)
Markit iBoxx GBP Liquid 100 Underlyings (iboxx_gbp_lq_100_eod_underlyings.csv)
Markit iBoxx USD Liquid High Yield Capped Underlyings (iboxx_usd_lq_hy_capped_eod_underlyings.csv)
Markit iBoxx USD Liquid Investment Grade Top 30 EOD Underlyings
(iboxx_usd_lq_ig_top30_eod_underlyings.csv)
Markit iBoxx USD Liquid High Yield Underlyings (iboxx_usd_lq_hy_eod_underlyings.csv)
Markit iBoxx USD Liquid Investment Grade Underlyings (iboxx_usd_lq_ig_eod_underlyings.csv)
Markit iBoxx USD Liquid High Yield Mid Underlyings (iboxx_usd_lq_hy_mid_eod_underlyings.csv)
Markit iBoxx USD Liquid Investment Grade Mid Underlyings (iboxx_usd_lq_ig_mid_eod_underlyings.csv)
Markit iBoxx EUR Liquid Underlyings (iboxx_eur_lq_eod_underlyings.csv)
Markit iBoxx EUR Liquid Sovereign MM Underlyings (iboxx_eur_lq_sov_mm_eod_underlyings.csv)
Markit iBoxx EUR Mid Underlyings (iboxx_eur_eod_underlyings_mid.csv)
Markit iBoxx GBP Mid Underlying (iboxx_gbp_eod_underlyings_mid.csv)
Markit iBoxx EUR Liquid EOD Underlyings (iboxx_GB00B8GB2Y00_eod_underlyings.csv)
Fixing No nvarchar 10 eu_eod

FX Version Yes nvarchar 50
Index ISIN_CPi Yes nvarchar 50 GB00B3Q02647
Index ISIN_TRi Yes nvarchar 50 GB00B3P8YJ65
iBoxx £ Overall Mid
Price
ISIN No nvarchar 20 XS0120280242
CUSIP Yes nvarchar 30
LOCAL 1 Yes nvarchar 20
LOCAL 2 Yes nvarchar 20
Ticker No nvarchar 20 WTAN
Witan Investment
Trust Plc
Issuer Country No nvarchar 125 UNITED KINGDOM
Workout date Yes Datetime 12/7/2028
119 of 169
Expected Remaining
Yes float 13.68956044
Life
Next Call Date Yes datetime
Next Coupon Date Yes datetime 6/7/2015
Bid_Ask_Spread float 0.0800000000000125
Dirty Index Price Yes float 153.234637363
Coupon Payment Yes float 0
Current Redemption
Yes float 0
Payment
PIK Factor Yes float 1
Capped Notional
Yes float 100000000
Amount
Capped Market
Yes float 126991318.333
Value
Cash Payment Yes float 0
Capped Cash
Yes float 0
Payment
Street Yield to
Maturity
Annual Yield to
Yes float 1.768125135
Maturity
Maturity
120 of 169

Street Modified
Yes float 10.17633577
Duration
Annual Modified
Yes float 10.087546306
Duration
Semi-Annual
Yes float 10.17633577
Modified Duration
Street Modified
Yes float 10.17633577
Annual Modified
Yes float 10.087546306
Semi-Annual
to Maturity
Effective OA
Yes float 10.007023962
duration
Semi-Annual
Yes float 128.529424645
Convexity
Street Convexity to
Yes float 128.529424645
Maturity
Annual Convexity to
Yes float 131.25248954
Maturity
Semi-Annual
Maturity
Benchmark ISIN Yes nvarchar 20 GB0030880693
Annual Benchmark
Yes float 176.7551362
Spread
Semi-Annual
Benchmark Spread
Annual Benchmark
Yes float 171.213979323013
Spread to BM-Curve
Semi-Annual
to BM-Curve
121 of 169

Z-Spread over Libor Yes float 168.116647781
DV 01 Yes float 0.100514216
Index Ratio Yes float
Assumed Inflation Yes float
Level 0 Yes nvarchar 50 GBP
Level 4 Yes nvarchar 50 Financial Services
Level 5 Yes nvarchar 50 General Financial
Level 6 Yes nvarchar 50 Specialty Finance
Markit iBoxx Rating Yes nvarchar 10 AA
Is Fixed to Float Yes bit 1 0
Is Core Index Yes bit 1 0
Is FRN Yes bit 1 0
Is PIK Yes bit 1 0
Is Sinking Yes bit 1 0
122 of 169

Month-to-Date
Yes float 0.026607063931931
Return
Quarter-to-Date
Yes float -0.00987881036735
Return
Daily Sovereign
Yes float -0.00252849636054
Curve Swap Return
Daily Libor Swap
Yes float -0.00164235776673
Return
Month-to-date
Sovereign Curve Yes float 0.01816320673999
Swap Return
Month-to-date Libor
Yes float 0.02115695878
Swap Return
Duration weighted
Yes float 0.000722937875662
exposure
123 of 169
2.6.2.2 Markit iBoxx EUR High Yield Sovereigns Underlyings Fixings (iboxx_eur_eod_underlyings.csv)
ISIN No nvarchar 20 AT0000383864

Ticker No nvarchar 20 RAGB
Issuer No nvarchar 256 Republic of Austria
Final Maturity Yes Datetime 15-07-2027
Workout date Yes Datetime 15-07-2027
Expected Remaining
Life
Street Modified
Yes float 10.83022714
Duration
Annual Modified
Yes float 10.83022714
Duration
Semi-Annual
Yes float 11.08714586
Modified Duration
Semi-Annual
Yes float 169.6496317
Convexity
Benchmark ISIN Yes nvarchar 20 FR0010466938
Annual Benchmark
Yes float 44.51905903
Spread
124 of 169
Semi-Annual
Yes float 43.53371548
Benchmark Spread
Level 1 Yes nvarchar 50 Sovereigns
Level 2 Yes nvarchar 50 AUSTRIA
Markit iBoxx Rating Yes nvarchar 10 AAA
Month-to-Date
Yes float -0.000545772
Return
125 of 169

DV 01 Yes float 0.846216125
Daily excess return
Yes float -0.001256
over sovereigns
Daily excess return
Yes float 0.0045576
over LIBOR
Month-to-date
sovereigns
Month-to-date
LIBOR
Duration weighted
Yes float 0.89542
exposure
Annual Benchmark
Spread to BM-Curve
Semi-Annual
to BM-Curve
126 of 169
2.6.2.3 Markit iBoxx Asian Bond Fund EOD Underlyings (iboxx_abf_eod_underlyings.csv )

Markit iBoxx Asian Bond Fund EOD CNY Underlyings (iboxx_abf_eod_underlyings.csv)
Markit iBoxx Asian Bond Fund EOD HKD Underlyings (iboxx_abf_eod_underlyings.csv)
Markit iBoxx Asian Bond Fund EOD IDR Underlyings (iboxx_abf_eod_underlyings.csv)
Markit iBoxx Asian Bond Fund EOD KRW Underlyings (iboxx_abf_eod_underlyings.csv)
Markit iBoxx Asian Bond Fund EOD MYR Underlyings (iboxx_abf_eod_underlyings.csv)
Markit iBoxx Asian Bond Fund EOD PHP Underlyings (iboxx_abf_eod_underlyings.csv)
Markit iBoxx Asian Bond Fund EOD SGD Underlyings (iboxx_abf_eod_underlyings.csv)
Markit iBoxx Asian Bond Fund EOD THB Underlyings (iboxx_abf_eod_underlyings.csv)
Markit iBoxx Asia EOD Underlyings (iboxx_asia_eod_underlyings.csv)
Markit iBoxx Asia EOD CNY Underlyings (iboxx_asia_eod_underlyings.csv)
Markit iBoxx Asia EOD HKD Underlyings (iboxx_asia_eod_underlyings.csv)
Markit iBoxx Asia EOD IDR Underlyings (iboxx_asia_eod_underlyings.csv)
Markit iBoxx Asia EOD KRW Underlyings (iboxx_asia_eod_underlyings.csv)
Markit iBoxx Asia EOD PHP Underlyings (iboxx_asia_eod_underlyings.csv)
Markit iBoxx Asia EOD PHP Net of Tax Underlyings (iboxx_asia_eod_underlyings.csv)
Markit iBoxx Asia EOD SGD Underlyings (iboxx_asia_eod_underlyings.csv)
Markit iBoxx Asia EOD THB Underlyings (iboxx_asia_eod_underlyings.csv)
Markit iBoxx Asia EOD TWD Underlyings (iboxx_asia_eod_underlyings.csv)

ISIN Yes nvarchar 20 CND0000001Q7
Local 2 Yes nvarchar 20 10107
Ticker No nvarchar 20 CGB
CHINA GOVERNMENT
Issuer No nvarchar 256 BOND
Issuer Country No nvarchar 125 CHINA
Expected Remaining
Ask Price Yes float
127 of 169
Current Redemption
Payment Yes float 0
Straight Yield Yes float 3.92435935
Straight Modified
Annual Modified
Semi-Annual
Straight Convexity Yes float 103.9069728
Semi-Annual
Level 1 No nvarchar 50 D
Level 2 No nvarchar 50 Government
Return Yes float -0.004130329
Month-to-date Local
Ex-dividend flag Yes bit 1 1
Month-to-date
Hedged Return
Month-to-date
Unhedged Return
128 of 169

Unhedged Market
Value (USD Pan-Asia
Index) No float 50649838.54
Hedged Market
Value (USD Pan-Asia
Cash Payment (USD
Pan-Asia Index) Yes float 0
Notional (Pan-Asia
Index) Yes float 48101416.69
Weight (Pan-Asia
2.6.2.4 Markit iBoxx Asian Bond Fund EOD PHP Net of Tax Underlyings (iboxx_abf_eod_underlyings.csv)

ISIN Yes nvarchar 20 CND0000001Q7
Local 2 Yes nvarchar 20 10107
Ticker No nvarchar 20 CGB
CHINA GOVERNMENT
Issuer No nvarchar 256 BOND
Issuer Country No nvarchar 125 CHINA
Expected Remaining
Ask Price Yes float
129 of 169

Current Redemption
Payment Yes float 0
Straight Modified
Annual Modified
Semi-Annual
Semi-Annual
Level 1 No nvarchar 50 D
Level 2 No nvarchar 50 Government
Return Yes float -0.004130329
Month-to-date Local
Ex-dividend flag Yes bit 1 1
130 of 169
Month-to-date
Hedged Return
Month-to-date
Unhedged Return
Unhedged Market
Value (USD Pan-Asia
Hedged Market
Value (USD Pan-Asia
Cash Payment (USD
Pan-Asia Index) Yes float 0
Notional (Pan-Asia
Weight (Pan-Asia
131 of 169
2.6.2.5 Markit iBoxx EUR High Yield Excrossover Underlyings (iboxx_eur_hy_eod_underlyings.csv)

Markit iBoxx EUR High Yield Cumcrossover Underlyings (iboxx_eur_hy_eod_underlyings.csv)
Markit iBoxx EUR High Yield Covered Underlyings (iboxx_eur_hy_eod_underlyings.csv)

ISIN No nvarchar 20 FR0000492092
Corp
Coupon No float 6.5
Expected Remaining
Yes float 5.323287671
Life
Notional Amount
Constrained
PIK Original Amount
Yes float
Issued
Market Value
Unconstrained
Market Value
Constrained
Cash Payment
Yes float 0
Unconstrained
132 of 169
Cash Payment
Yes float 0
Constrained
Street Yield to
Yes float 4.9394071
Maturity
Annual Yield to
Yes float 4.9394071
Maturity
Maturity
Street Yield to Worst Yes float 4.9394071
Annual Yield to
Yes float 4.9394071
Worst
Worst
OAS Street Yield Yes float
OAS Annual Yield Yes float
OAS Semi-Annual
Yes float
Yield
Annual Benchmark
Yes float 48.44958238
Spread
Semi-Annual
Yes float 47.35031578
Benchmark Spread
Z Spread Yes float
OAS Spread Yes float
Duration to Maturity Yes float 1.656496857
Street Modified
Yes float 1.578526983
Annual Modified
Yes float 1.578526983
Semi-Annual
to Maturity
Duration to Worst Yes float 1.656496857
Street Modified
Yes float 1.578526983
Duration to Worst
Annual Modified
Yes float 1.578526983
Duration to Worst
133 of 169
Semi-Annual
to Worst
OAS Duration Yes float
OAS Modified
Yes float
Duration
OAS Annual
Yes float
Modified Duration
OAS Semi-Annual
Yes float
Modified Duration
Spread Duration Yes float
Z Spread Duration Yes float
Street Convexity to
Yes float 4.032622762
Maturity
Annual Convexity to
Yes float 4.032622762
Maturity
Semi-Annual
Maturity
Street Convexity to
Yes float 4.032622762
Worst
Annual Convexity to
Yes float 4.032622762
Worst
Semi-Annual
Yes float 3.442546926
Convexity to Worst
OAS Convexity Yes float
Month-to-Date
Yes float 0.001030257
Return
Quarter-to-Date
Yes float 0.002293509
Return
Daily Excess Return Yes float
Month-to-date
Yes float
Excess Return
134 of 169

Debt Yes nvarchar 10 Senior Unsubordinated
Rating No nvarchar 10 BB
Is Core index Yes bit 1 1
Is FRN No bit 1 0
Is Hybrid No bit 1 0
Is PIK Yes bit 1 0
135 of 169
2.6.2.6 Markit iBoxx EUR High Yield Liquid EOD Underlyings (iboxx_eur_hy_lq_eod_underlyings.csv)
Markit iBoxx EUR High Yield Liquid EOD Top 30 Underlyings
(iboxx_eur_hy_lq_top30_eod_underlyings.csv)

ISIN Yes nvarchar 20 XS0225720084
CUSIP Yes nvarchar 20 EF0335390
Ticker No nvarchar 20 UPC
Issuer No nvarchar 256 UPC Holding BV
Workout date No datetime 2014-01-15
Expected Remaining
Life No float 4.463888889
Coupon Payment Yes float 3.875
Straight Modified
Annual Modified
Semi-Annual
Semi-Annual
Annual Benchmark
Spread Yes float 667.2415577
136 of 169
Semi-annual
Month-to-date
2.6.2.7 Markit iBoxx Global Emgerging Markets EOD Underlyings (iboxx_gemx_eod_underlyings.csv)

Local 1 Yes nvarchar 20 PIBD2023E054
Ticker No nvarchar 20 RPGB
PHILIPPINE
Issuer No nvarchar 256 GOVERNMENT
Issuer Country No nvarchar 125 PHILIPPINES
Expected Remaining
Life No float 13.83611111
Notional Amount
Unconstrained Yes float 6972000000
Notional Amount
Constrained Yes float 2837659460
Ask Price Yes float
Current Redemption
Payment Yes float 0
137 of 169

Market Value (USD) Yes float 189771698.9
Market Value
Constrained Yes float 3710541914
Market Value
Constrained (USD) Yes float 77238591.04
Bond Weight Yes float 0.000273542
Duration Weighted
Exposure Yes float 0.000486194
Straight Modified
Annual Modified
Semi-Annual
Semi-Annual
Region No nvarchar 10 Asia
Level 0 No nvarchar 50 PHP
Markit iBoxx
Country Rating Yes nvarchar 10 BB
Daily Net-of-Tax
Month-to-date Local
Currency Return Yes float 0.015897096
Month-to-date Net-
of-Tax Return Yes float 0.013509476
138 of 169
Ex-Dividend flag Yes bit 1 1

Month-to-date
Hedged Return
Month-to-date
Unhedged Return
Type Yes bit 1 1
2.6.2.8 Markit iBoxx Inflation Linked Bonds EU Underlyings (iboxx_ilb_XX_eod_underlyings.csv)

Markit iBoxx Inflation Linked Bonds EU New Format Underlyings (iboxx_ilb_eu_eod_underlyings.csv)
Markit iBoxx Inflation linked Bonds FE Underlyings (iboxx_ilb_fe_eod_underlyings.csv)
Markit iBoxx Inflation Linked Bonds FE New Format Underlyings (iboxx_ilb_fe_eod_underlyings.csv)
Markit iBoxx Inflation Linked Bonds US Underlyings (iboxx_ilb_us_eod_underlyings.csv)
Markit iBoxx Inflation Linked Bonds US New Formation Underlyings
(iboxx_ilb_us_eod_underlyings.csv)

Corp
Expected Remaining
Yes float 5.323287671
Life
139 of 169

Real Bid Price Yes float 118.2451453
Real Ask Price Yes float
Real Accrued
Yes float 0.653688525
Interest
Real Coupon
Yes float 0
Payment
Real Dirty Price Yes float 118.8988338
Current Redemption
Yes float 0
Payment
Real Market Value Yes float 1.998234684912
Real Straight Yield Yes float 2.531431062
Real Semi-Annual
Yes float 2.531431062
Yield
Real Straight
Yes float 15.57591903
Modified Duration
Real Annual
Yes float 15.38123633
Modified Duration
Real Semi-Annual
Yes float 15.57591903
Modified Duration
Real Straight
Yes float 303.8903498
Convexity
Real Annual
Yes float 303.8407719
Convexity
Real Semi-Annual
Yes float 303.8903498
Convexity
Real Cash Payment Yes float
Real Daily Return Yes float -1.27E-02
Real Month-to-date
Yes float -1.10E-02
Return
Assumed Inflation Yes float 1.034789
Nominal Ask Price Yes float
Nominal Dirty Price Yes float 147.6687846
140 of 169
Nominal Accrued
Yes float 0.811861537
Interest
Nominal Coupon
Yes float 0
Payment
Nominal Market
Yes float 2.481754684912
Value
Nominal Straight
Yes float 6.051213709
Yield
Nominal Annual
Yes float 6.142756677
Yield
Nominal Semi-
Yes float 6.051213709
Annual Yield
Nominal Straight
Yes float 15.75866905
Duration
Nominal Straight
Yes float 15.30984998
Modified Duration
Nominal Annual
Yes float 14.86023762
Modified Duration
Nominal Semi-
Duration
Nominal Straight
Yes float 293.2396646
Convexity
Nominal Annual
Yes float 283.2692431
Convexity
Nominal Semi-
Yes float 293.2396646
Annual Convexity
Nominal Cash
Yes float
Payment
Nominal Daily
Yes float -0.007147147
Return
Nominal Month-to-
Yes float -0.005529103
date Return
141 of 169

2.6.2.9 Markit iBoxx Singapore Dollar Underlyings (iboxx_sgd_eod_underlyings.csv)
Identifer No nvarchar 20 BBEC3857959

ISIN No nvarchar 20 AT0000383864
Ticker No nvarchar 20 RAGB
Issuer No nvarchar 256 Republic of Austria
Final Maturity Yes Datetime 15-07-2027
Workout date Yes Datetime 15-07-2027
Expected Remaining
Life
142 of 169
Street Modified
Yes float 10.83022714
Duration
Annual Modified
Yes float 10.83022714
Duration
Semi-Annual
Yes float 11.08714586
Modified Duration
Semi-Annual
Yes float 169.6496317
Convexity
Benchmark ISIN Yes nvarchar 20 FR0010466938
Annual Benchmark
Yes float 44.51905903
Spread
Semi-Annual
Yes float 43.53371548
Benchmark Spread
Level 1 Yes nvarchar 50 Sovereigns
Level 2 Yes nvarchar 50 AUSTRIA
Markit iBoxx Rating Yes nvarchar 10 AAA
Credit Quality Type Yes nvarchar 50 Bond Rating
Month-to-Date
Yes float -0.000545772
Return
143 of 169

Pricing Source Yes nvarchar 50
DV 01 Yes float 0.846216125
Daily excess return
Yes float -0.001256
over sovereigns
Daily excess return
Yes float 0.0045576
over LIBOR
Month-to-date
sovereigns
Month-to-date
LIBOR
144 of 169
Duration weighted
Yes float 0.89542
exposure
Annual Benchmark
Spread to BM-Curve
Semi-Annual
to BM-Curve
2.6.2.10 Markit iBoxx Global Sovereign Japan Underlyings (iboxx_jpy_fe_eod_underlyings.csv)

Fixing No nvarchar 10 FE_EOD
Corp
Coupon No float 6.5
Expected Remaining
Yes float 5.323287671
Life
Mid Price No float 106,167
Dirty Price No float 107225630137
Current Redemption
Yes float 0
Payment
Ex-Dividend Flag No bit 1 1
145 of 169
Cash Payment No float 0

Notional Amount
No float 6.94684911
Local Currency
Street Yield No float 16847091
Annual Yield No float 16918047119
Japanese Simple
No float 17415889357
Yield
Semi-Annual Yield No float 16847091
Duration No float 97641781852
Street Modified
No float 96826162269
Duration
Annual Modified
No float 96017355704
Duration
Semi-Annual
No float 96826162269
Modified Duration
Street Convexity No float 1065272965527
Annual Convexity No float 109476043476
Semi-Annual
No float 1065272965527
Convexity
No float 1.904684911
Return
Month-to-date Local
No float -7.164684910
Currency Return
Level 2 No nvarchar 50 JAPAN
146 of 169

5+ Years No bit 1 1
2.6.2.11 Markit iBoxx Emerging Markets USD Corporate Underlyings

(iboxx_em_usd_corp_eod_Underlyings.csv)

Identifier No nvarchar 20 BB88731EAJ9
ISIN Yes nvarchar 20 US88731EAJ91
CUSIP Yes nvarchar 20 88731EAJ9
Corp
Coupon No float 6.5
Expected Remaining
Yes float 5.323287671
Life
Current Redemption
Yes float 0
Payment
147 of 169

Straight Modified
Yes float 11.10494899
Duration
Annual Modified
Yes float 10.71282806
Duration
Semi-Annual
Yes float 11.10494899
Modified Duration
Semi-Annual
Yes float 203.1025875
Convexity
Benchmark
Yes nvarchar 20 GV912810FT0
Identifier
Annual Benchmark
Spread
Semi-annual
Yes float 218.7247954
Benchmark Spread
Emerging

Level 5 Yes nvarchar 50 Consumer Services
Level 6 Yes nvarchar 50 Media
Broadcasting &
Level 8 Yes nvarchar 50
Entertainment
Rating Yes nvarchar 10 BBB
148 of 169

Month-to-date
Yes float -0.007237006
Return
2.6.2.12 Markit iBoxx Emerging Markets EOD Underlyings (iboxx_em_eod_underlyings.csv)

Identifier No nvarchar 20 BB88731EAJ9
ISIN Yes nvarchar 20 US88731EAJ91
CUSIP Yes nvarchar 20 88731EAJ9
Corp
Coupon No float 6.5
Expected Remaining
Yes float 5.323287671
Life
149 of 169

Current Redemption
Yes float 0
Payment
Straight Modified
Yes float 11.10494899
Duration
Annual Modified
Yes float 10.71282806
Duration
Semi-Annual
Yes float 11.10494899
Modified Duration
Semi-Annual
Yes float 203.1025875
Convexity
Benchmark
Yes nvarchar 20 GV912810FT0
Identifier
Annual Benchmark
Spread
Semi-annual
Yes float 218.7247954
Benchmark Spread
Level 5 Yes nvarchar 50 Consumer Services
150 of 169

Broadcasting &
Entertainment
Rating Yes nvarchar 10 BBB
Month-to-date
Yes float -0.007237006
Return
151 of 169
2.6.2.13 Markit iBoxx Inflation Linked Bonds TIPS Underlyings (iboxx_ilb_TIPS_eod_underlyings.csv)

Corp
Expected Remaining
Yes float 5.323287671
Life
Real Bid Price Yes float 118.2451453
Real Accrued
Yes float 0.653688525
Interest
Real Coupon
Yes float 0
Payment
Real Dirty Price Yes float 118.8988338
Current Redemption
Yes float 0
Payment
Real Market Value Yes float 1.998234684912
Real Straight Yield Yes float 2.531431062
Real Semi-Annual
Yes float 2.531431062
Yield
Real Straight
Yes float 15.57591903
Modified Duration
Real Annual
Yes float 15.38123633
Modified Duration
152 of 169
Real Semi-Annual
Yes float 15.57591903
Modified Duration
Real Straight
Yes float 303.8903498
Convexity
Real Annual
Yes float 303.8407719
Convexity
Real Semi-Annual
Yes float 303.8903498
Convexity
Real Cash Payment Yes float
Real Daily Return Yes float -1.27E-02
Real Month-to-date
Yes float -1.10E-02
Return
Assumed Inflation Yes float 1.034789
Nominal Dirty Price Yes float 147.6687846
Nominal Accrued
Yes float 0.811861537
Interest
Nominal Coupon
Yes float 0
Payment
Nominal Market
Yes float 2.481754684912
Value
Nominal Straight
Yes float 6.051213709
Yield
Nominal Annual
Yes float 6.142756677
Yield
Nominal Semi-
Yes float 6.051213709
Annual Yield
Nominal Straight
Yes float 15.75866905
Duration
Nominal Straight
Yes float 15.30984998
Modified Duration
Nominal Annual
Yes float 14.86023762
Modified Duration
Nominal Semi-
Duration
Nominal Straight
Yes float 293.2396646
Convexity
153 of 169
Nominal Annual
Yes float 283.2692431
Convexity
Nominal Semi-
Yes float 293.2396646
Annual Convexity
Nominal Cash
Yes float
Payment
Nominal Daily
Yes float -0.007147147
Return
Nominal Month-to-
Yes float -0.005529103
date Return
154 of 169
2.6.2.14 Markit iBoxx Global Development High Yield Capped Underlyings

(iboxx_GblDevHyCapped_eod_underlying.csv)
Markit iBoxx Global Development High Yield Ex USD Underlyings
(iboxx_GblDevHyExUSD_eod_underlying.csv)
Markit iBoxx Global Development High Yield Underlyings
(iboxx_GblDevHy_eod_underlying.csv)

Fixing No nvarchar 10 FE_EOD
Corp
Coupon No float 6.5
Expected Remaining
Yes float 5.323287671
Life
Dirty Price No float 107225630137
Current Redemption
Yes float 0
Payment
PIK Factor Yes Float
Market Value
Constrained (Local Yes float 5.148914684911
Currency)
Cash Payment
Constrained (Local No float 0
Currency)
155 of 169
Notional Amount
Constrained (Local No float 6.94684911
Currency)
Market Value
No float 1041000000
Constrained (USD)
Street Yield No float 16847091
Annual Yield No float 16918047119
Semi-Annual Yield No float 16847091
Duration No float 97641781852
Street Modified
No float 96826162269
Duration
Annual Modified
No float 96017355704
Duration
Semi-Annual
No float 96826162269
Modified Duration
Street Convexity No float 1065272965527
Annual Convexity No float 109476043476
Semi-Annual
No float 1065272965527
Convexity
No float 1.904684911
Return
Month-to-date Local
No float -7.164684910
Currency Return
Base Currency No nvarchar 10 EAP
5+ Years No bit 1 1
25+ Years No Bit 1 0
156 of 169
2.6.2.15 Markit iBoxx USD Liquid High Yield EOD Prices Underlyings (iboxx_usd_lq_hy_eod_prices.csv)
Markit iBoxx USD Investment Grade EOD Price Underlyings (iboxx_usd_lq_ig_eod_prices.csv)

ISIN Yes nvarchar 20 US283703AB25
CUSIP Yes nvarchar 30 283703AB2
2.6.2.16 Markit iBoxx Emerging Markets Liquid EOD Underlyings (iboxx_usd_lq_hy_eod_prices.csv)

CUSIP Yes nvarchar 30 283703AB2
Corp
Coupon No float 6.5
Expected Remaining
Yes float 5.323287671
Life
Coupon Payment Yes float
Dirty Price Yes float
Straight Yield Yes float
Semi-Annual Yield Yes float
Duration Yes float
Straight Modified
Yes float
Duration
157 of 169
Annual Modified
Yes float
Duration
Semi-Annual
Yes float
Modified Duration
Straight Convexity Yes float
Semi-Annual
Yes float
Convexity
Annual Benchmark
Yes float
Spread
Semi-annual
Yes float
Benchmark Spread
Month-to-date
Yes float 0.007517792
Return
2.6.2.17 Markit iBoxx Liquid Leveraged Loan (markit_iboxx_usd_lev_ln_eod_underlyings.csv)

(markit_iboxx_usd_liquid_100_lev_ln_eod_underlyings.csv)

Markit Identifier No nvarchar 20 LX044298
Issuer No nvarchar 256 MCC Iowa LLC
Asset Name Yes nvarchar 256 Tranche D-1 Term Loan
Loan Type No nvarchar 256 Term Loan
Markit Rating Yes nvarchar 10 BB
Final Maturity Yes datetime 1/31/2015
Issue Date Yes datetime 5/5/2006
Issuer Country No nvarchar 125 USA
Capping Factor Yes float 1
Redemption Factor Yes float 0.935
Current Spread Yes float 0.0175
158 of 169
Coupon No float 6.5

Expected Remaining
Yes float 1.4889
Life
0-5 years Yes bit 1 1
10+ years Yes bit 1 0
Liquidity/Depth Yes float 4
Broadcasting and
Entertainment
Seniority Yes nvarchar 50 First Lien
0.00028995922796821
Daily Return Yes float
7
TR Index
Yes float 0.00069119350443947
(constituents level)
PR Index
Yes float -0.0003721811169506
Redemption Income
Index (constituents Yes float 0
level)
Total Interest Index
Yes float 0.0010633746213901
159 of 169
2.6.2.18 Markit iBoxx USD CMBS Indices (iboxx_usd_cmbs_eod_underlyings.csv)

Markit iBoxx USD CMBS Liquid Index (iboxx_usd_cmbs_lq_eod_underlyings.csv)

CUSIP No nvarchar 30 52108HEP5
Tranche name Yes nvarchar 10 G
LB-UBS Commercial
Issuer Yes nvarchar 100
Mortgage Trust
First Settlement Date Yes Datetime 7/30/2001
Notional
Yes float 12081000
Outstanding
Original Credit
Yes float 6.13
Enhancement
Current Credit
Yes float 34.4
Enhancement
Street Duration Yes float 1.03689
Benchmark Identifier Yes nvarchar 30
Deal Name Yes nvarchar 30 LBUBS 2001-C3
Deal Notional
Original
Deal Notional
Yes float 104493893.6
Current
160 of 169

Lehman
Underwriters Yes nvarchar 500 Brothers/UBS/Bear,
Stearns & Co.
Bank Of
Lynch
Master Servicer Yes nvarchar 50 Wells Fargo
Special Servicer Yes nvarchar 50 LNR Partners, Inc.
Level 5 Yes nvarchar 20 Dominant
Level 6 Yes nvarchar 20 Retail
Level 7 Yes nvarchar 50 Retail
Level 8 Yes nvarchar 20 Retail Anchored
Original Rating Yes nvarchar 5 BBB
Current Rating Yes nvarchar 5 CCC
Seniority Level 2 Yes nvarchar 20 Subordinated
Interest Payment Yes float 0
Principal Payment Yes float 0
Month-To-Date
Yes float 0.001188704
Return
Quarter-To-Date
Yes float 0.000406684
Return
Year-To-Date Return Yes float 0.000406684
IS IO Yes int 0
IS PAC Yes int 0
0-1 Years Yes int 0
1-3 Years Yes int 1
1-5 Years Yes int 1
3-5 Years Yes int 0
5-7 Years Yes int 0
161 of 169
10+ Years Yes int 0

15+ Years Yes int 0
Index Weight Yes float 3.45608E-05
Cumulative Interest
Yes float 0
Shortfall
Cumulative Principal
Yes float 0
Loss
Period Principal Loss Yes float 0
162 of 169
2.7 Basket Currency Weights and Constant Factors

2.7.2 File Name Connvention
Once a year the basket currency weights and constant factors for the iBoxx FX Indices are published in the directory:
IBOXXFX/BASKETS: iBoxxFX_baskets_YYYYMMDD.csv.
New files are published by 10am London time on the last calendar day before the first trading day of the following
year.

iBoxxFX_baskets_20121231.csv will contain the data of the rebalancing in December 2012 and will be published by
10 am London time on 1st January 2013.
2.7.3.1 Markit iBoxx FX Basket Currency Weights and Constant Factors

Index Identifier No nvarchar 50 FXEUR
ISIN Yes nvarchar 50 GB00B1CD9T59
SEDOL Yes text 50 B1CD9Q2
Reuters RIC Yes nvarchar 50 .IBOXXFXEUR
Index Name Yes nvarchar 50 iBoxxFX EUR TWI
Basket Currency 1 Yes text 50 USD
Weight 1 Yes float 0.387426036
Basket Currency 2 Yes text 50 GBP
Basket Currency 3 Yes text 50 JPY
Basket Currency 4 Yes text SEK
Weight 4 Yes float 50 0.387426036
Basket Currency 5 Yes text CHF
Weight 5 Yes float 50 0.387426036
Constant Factor Yes float 4566352739
163 of 169
2.8 Price metrics files

2.8.1 File Name Convention
Daily price metrics files may be found in the following directories:

PRICE_METRICS 
iBOXX_ASIAN
iBOXX_EUROPEAN
iBOXX_LOANS
iBOXX_USLATAM
The below files include additional data on pricing metrics for each region. As a subscriber to any benchmark data in
the region you are also able to access the additional pricing metrics data for that region.
Fixing File Names

ASIAN iBoxx_FE_fixing_eod_pricemetrics_YYYYMMDD.csv
EUROPEAN iBoxx_EU_fixing_eod_pricemetrics_YYYYMMDD.csv
USLATAM iBoxx_loans_US_fixing_eod_pricemetrics_YYYYMMDD.csv
iBoxx_US_fixing_eod_pricemetrics_YYYYMMDD.csv
2.8.2 Data Format convention
2.8.2.1 iBoxx Asian price metrics (iBoxx_FE_fixing_eod_pricemetrics_YYYYMMDD.csv)

iBoxx European price metrics (iBoxx_EU_fixing_eod_pricemetrics_YYYYMMDD.csv)
iBoxx USLatam price metrics (iBoxx_US_fixing_eod_pricemetrics_YYYYMMDD.csv)

Valuation Date No datetime 10 25/10/2006
Pricing Fixing No nvarchar 6 FE_EOD
Internal Identifier No nvarchar 20 B14477988253
Liquidity Score Yes integer 3
No of contributors Yes integer 3
Percentage of iBoxx data Yes float 0.1
Percentage of Trace Data Yes float 0.03
Percentage of Quotes
Data Yes float 0.07
Percentage of Markit
Composite Data Yes float 0.75
Contribution Data Yes float
164 of 169
Percentage of Bond
Agency Data Yes float 0.05
Percentage of IDB Data Yes float
Pricing Methodology No string 20 Evaluated
2.8.2.2 iBoxx loans price metrics (iBoxx_loans_US_fixing_eod_pricemetrics_YYYYMMDD.csv)

Valuation Date No Datetime 10 25/10/2006
Pricing Fixing No string 6 FE_EOD
Internal Identifier No nvarchar 20 LX044298
Liquidity Score No integer 3
Quoted Size of the Market No float 98.15
Pricing Methodology No string 20 Evaluated
Percentage of Quotes
Data No float 98.15
Contribution Data No float 1.85
Depth No integer 3
165 of 169
2.9 iTraxx CDS Indices

2.9.1 File Name Convention
Daily iTraxx indices data may be found in the directories:
ITRAXX_ASIA  ASIA_EOD_CDS_NOTEDATA
ITRAXX_EUROPE 
EUROPE_CDS_LEVERAGED _TRI
EUROPE_CDS_TOTAL_RETURN
EUROPE_EOD_CDS_NOTEDATA
EUROPE_FIXINGS
This data will be published daily after trading hours.
The below files include the current data and analytical values:

iTraxx Asia iboxx_asia_cds_eod_notedata
iTraxx Europe iboxx_eur_cds_eod_notedata
iTraxx Europe iboxx_eur_cds_mid_notedata
iTraxx LevX itraxx_ levx_eod
iTraxx LevX itraxx_ levx_mid
iTraxx Total Return itraxx_total_return_indices_eod.csv
iTraxx Total Return itraxx_total_return_indices_mid.csv
In addition files with the index values of previous days are available with the extension “_YYYYMMDD.” For example
the file iboxx_asia_cds_eod_notedata _20061127.csv contains the data for November 27th, 2006.
2.9.2 Data Format convention
2.9.2.1 Markit iTraxx Asia CDS Indices (iboxx_asia_cds_eod_notedata.csv)

NoteID yes nvarchar 30 ITRXAA511
ISIN yes nvarchar 30 GB00B65B1953
SEDOL yes nvarchar 30 B65B195
RED_ID yes nvarchar 30 2I668IAK8
Name yes nvarchar 256 iTraxx Australia 5 Y
Maturity no datetime 2014-06-20
Date no datetime 2009-08-28
Bid Spread no float 138.333333
Ask Spread yes float 140.333333
Mid Spread yes float 139.333333
Mid Price yes float 123.333333
166 of 169
2.9.2.2 Markit iTraxx Europe CDS Indices (iboxx_eur_cds_eod_notedata.csv)

NoteID No nvarchar 20 ITRXEA05
ISIN No nvarchar 20 GB00B0ZD4S90
SEDOL No nvarchar 20 B0ZD4S9
RED_ID No nvarchar 20 2I666WAE3
Name Yes nvarchar 256 iTraxx Autos 10 Y
Maturity Yes Datetime 2016-06-20
Bid Spread No float 65875
Ask Spread No float 68125
2.9.2.3 Markit iTraxx LevX CDS Indices (iboxx _levx_eod.csv)

NoteID No nvarchar 20 ITRXLX51
ISIN No nvarchar 20 GB00B1GGZ036
SEDOL No nvarchar 20 B1GGZ03
RED_ID No nvarchar 20 4ABCAJAA1
ITRAXX LEVX SENIOR
SERIES 1 5Y
Maturity Yes Datetime 12/20/2011
Fixing Yes nvarchar 10 EOD
Number of Credits Yes bit 1 28
167 of 169
2.9.2.4 Markit iTraxx Europe Total Return Indices (itraxx_total_return_indices_eod.csv)

Markit iTraxx Europe Total Return Indices Mid File (itraxx_total_return_indices_mid.csv)

NoteID yes nvarchar 30 ITRXTE5I
ISIN yes nvarchar 30 GB00B1YCF030
iTraxx Europe 5 Year
Name yes nvarchar 256 Total Return Index
Date no datetime 2009-08-27
Fixing yes nvarchar 30 MID
Index Level no float 106.8439418
Spread DV01 yes float 4.555742
168 of 169
3 Further Information
 You can contact Markit iBoxx using the details below:
E-mail: iBoxx@markit.com
Tel : +1 972 560 5333

+44 20 7260 2083
+65 6922 4249
Internet: https://indices.markit.com
 Licences and Data

iBoxx is a registered trademark of Markit Indices Limited. Markit Indices Limited owns all iBoxx data, database
rights, indices and all intellectual property rights therein. A licence is required from Markit Indices Limited to
create and/or distribute any product that uses, is based upon or refers to any iBoxx index or iBoxx data.
 Ownership
Markit Indices Limited is a wholly-owned subsidiary of Markit Group. www.markit.com
 Other index products

Markit Indices Limited owns, manages, compiles and publishes the iTraxx credit derivative indices and the
iBoxxFX Trade Weighted Indices.
169 of 169

Markit IBoxx FTP Guide 201507

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Markit iBoxx

1 Markit Indices Data via FTP

1.2 How to Subscribe

1.3 How to Access

1.4 What Data is Available

1.4.1 FTP Folders

1.5 File Publication Times

Index Index Name File Name Earliest Latest

Index Index Name File Name Earliest Latest

Index Index Name File Name Earliest Latest

Index Index Name File Name Earliest Latest

EUR EUR - Indices iboxx_eur_eod_indices_mid_YYYYMMDD.csv 18:45:00 20:30:00

Index Index Name File Name Earliest Latest

Index Index Name File Name Earliest Latest

Index Index Name File Name Earliest Latest

Index Index Name File Name Earliest Latest

GBP GBP - XREF (MID) iboxx_gbp_eom_xref_mid_YYYYMM.csv 10:00:00 T+1 EOD T+1

Index Index Name File Name Earliest Latest

iBoxx Global GblDevHy iboxx_gbldevhyexusd_eod_underlying_YYYYMMDD.csv 22:30:00 23:30:00

Index Index Name File Name Earliest Latest

Index Index Name File Name Earliest Latest

Index Index Name File Name Earliest Latest

Index Index Name File Name Earliest Latest

iBoxx USD USD Liquid IG iboxx_usd_lq_ig_mid_eod_indices_YYYYMMDD.csv 22:30:00 23:30:00

Index Index Name File Name Earliest Latest

Index Index Name File Name Earliest Latest

Index Index Name File Name Earliest Latest

Index Index Name File Name Earliest Latest

Index Index Name File Name Earliest Latest

Index Index Name File Name Earliest Latest

Index Index Name File Name Earliest Latest

Index Index Name File Name Earliest Latest

Index Index Name File Name Earliest Latest

Fixing File Names

2 Current File Specifications

2.1.1 Filename Convention

Index Name File Name

iBoxx USD LQ IG Mid-Priced indices iboxx_usd_lq_ig_mid_eom_components.csv

For example the file:

2.1.2 Data Format Convention

2.1.2.1 Markit iBoxx Asian Bond Fund Components (iboxx_abf_eom_components.csv)

Column_name is_nullable data_type character_maximum_length sample_data

ISIN Yes nvarchar 20

Bid Price No float 109.74479

2.1.2.2 Markit iBoxx EUR Benchmark Components (iboxx_eur_eom_components.csv)

Column_name is_nullable data_type character_maximum_length sample_data

Time to Maturity Yes float 1.063013699

Is Callable Yes bit 1 0

10+ Years Yes bit 1 0

Daily Libor Swap

2.1.2.3 Markit iBoxx EUR High Yield Sovereigns Components (iboxx_eur_eom_components.csv)

Column_name is_nullable data_type character_maximum_length sample_data

Level 0 Yes nvarchar 50 EUR

Index Weight Yes float 0.000124856

2.1.2.4 Markit iBoxx EUR High Yield Components Cumcrossover

Column_name is_nullable data_type character_maximum_length sample_data

Is Sinking Yes char 1 0

2.1.2.5 Markit iBoxx Global Development High Yield Capped Components

Column_name is_nullable data_type character_maximum_length sample_data

Bid Price No float 109.74479

1-10 Years Yes bit 1 1

2.1.2.6 Markit iBoxx EUR Liquid High Yield Components (iboxx_eur_hy_lq_eom_components.csv)

Column_name is_nullable data_type character_maximum_length sample_data

Coupon Yes float 7.75