Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Markit Announces Roll Of Markit CDX Indices

Date 26/09/2008

Markit, a financial information services company and owner of the Markit CDX indices, today announced that the Markit CDX North America Investment Grade, Markit CDX North America High Volatility and Markit CDX North America Crossover indices will roll into their eleventh series on 29 September 2008. The Markit CDX Emerging Markets index will roll into its tenth series and the Markit CDX Emerging Markets Diversified index will roll into its eighth series on 29 September 2008.

The Markit MCDX index will roll into its eleventh series on 3 October 2008 and the Markit CDX North America High Yield index will roll into its eleventh series on 6 October 2008.

Changes to index composition

Based on liquidity polls, the following changes have been made to the Markit CDX family of indices:

  • Ten constituents were replaced in the Markit CDX North America Investment Grade index.
  • Eight constituents were replaced in the Markit CDX North America High Volatility index.
  • Three constituents were replaced in the Markit CDX North America Crossover index.
  • Five constituents were replaced in the Markit CDX North America High Yield index.
  • There have been no changes to the composition of the Markit CDX Emerging Markets or the Markit CDX Emerging Markets Diversified indices.
  • There have been no changes to the composition of the Markit MCDX index.

Changes to the composition of the Markit CDX North America indices Series 11 vs. Series 10:

 

Markit CDX North America

Series 11

IN

 

OUT

Investment Grade

YUM! Brands, Inc.

 

Federal Home Loan Mortgage Corporation

Ryder System, Inc

 

Federal National Mortgage Association

Xerox Corporation

 

Liz Claiborne, Inc.

TIME WARNER CABLE INC.

 

MeadWestvaco Corporation

Staples, Inc.

 

Radian Group Inc.

Mohawk Industries, Inc.

 

SPRINT NEXTEL CORPORATION

BARRICK GOLD CORPORATION

 

BRUNSWICK CORPORATION

XTO Energy Inc.

 

Rohm and Haas Company

United Parcel Service, Inc.

 

RIO TINTO ALCAN INC.

ERP Operating Limited Partnership

 

Washington Mutual, Inc.

High Volatility

American Express Company

 

BRUNSWICK CORPORATION

American International Group, Inc.

 

Fortune Brands, Inc.

ERP Operating Limited Partnership

 

Kohl's Corporation

General Electric Capital Corporation

 

Liz Claiborne, Inc.

International Lease Finance Corporation

 

MeadWestvaco Corporation

Metlife, Inc.

 

Radian Group Inc.

Mohawk Industries, Inc.

 

SPRINT NEXTEL CORPORATION

Motorola, Inc.

 

Washington Mutual, Inc.

Crossover

Liz Claiborne, Inc.

 

American Axle & Manufacturing, Inc.

MeadWestvaco Corporation   

 

The Mosaic Company

SPRINT NEXTEL CORPORATION

 

Unum Group

High Yield

Boyd Gaming Corporation

 

Allegheny Energy Supply Company, LLC

Louisiana-Pacific Corporation

 

The Mosaic Company

Radian Group Inc

 

Freeport-McMoRan Copper & Gold Inc.

SPRINT NEXTEL CORPORATION

 

ALLTEL Corporation

Tyson Foods, Inc.

 

IKON Office Solutions, Inc.

 

Detailed constituent lists are available on www.markit.com.