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Amendment on 5 Credit Indices Index Rules

26

NOV
2018

SGI announces that it is switching its calculation agent for the following 5 Credit Indices from S&P Dow Jones to Markit: SGIXGCM, SGIXCAHM, SGIXCAIM, SGIXCEIM, SGIXCEXM.

It is also changing the FX source used for SGIXGCM, from ECB to WM/Reuters and the CDS Spread source for the 4 other indices, from:

  • ITRXEXE CBIL Index to ITRXEXE MKIT Index for SGIXCEXM
  • ITRXEBE CBIL Index to ITRXEBE MKIT Index for SGIXCEIM
  • IBOXUMAE CBIN Index to IBOXUMAE MKIT Index for SGIXCAIM
  • IBOXHYSE CBIN Index to IBOXHYSE MKIT Index for SGIXCAHM

The change is effective on December 13 th 2018.