INDEX ANNOUNCEMENT
S&P/ISDA CDS U.S. Index Series Rollover
New York, NY March 18, 2016 – S&P Dow Jones Indices today announced the reference entity changes in the S&P/ISDA 100 CDS Indices, S&P/ISDA CDS U.S. High-Yield Index, S&P/ISDA CDS U.S. Investment Grade Index, S&P/ISDA CDS U.S. Homebuilders Select 10 Index and S&P/ISDA CDS U.S. Financials Select 10 Index.
S&P Dow Jones Indices today also announced that there will be no change in the reference entities in S&P/ISDA Sovereign CDS Indices and other S&P/ISDA CDS Sector Select Indices.
S&P/ISDA CDS U.S. High-Yield Index Series 16 changes effective as of Monday, March 21, 2016.
REFERENCE ENTITY
DELETED Dole Food Company, Inc. Kraft Heinz Foods Company Mediacom LLC
Windstream Services, LLC
ADDED Transocean Inc. Tegna Inc. Whiting Petroleum Corporation Yum! Brands Inc
S&P/ISDA CDS U.S. Investment Grade Index Series 16 changes effective as of Monday, March 21, 2016.
REFERENCE ENTITY
DELETED Anadarko Petroleum Corp. Con-way Inc. Cytec Industries Inc Devon Energy Corporation Freeport-McMoRan Inc. General Electric Capital Corp Yum! Brands Inc
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INDEX ANNOUNCEMENT
ADDED Ford Motor Company Honeywell International Inc Enbridge Inc Raytheon Company Northrop Grumman Corporation Domtar Corporation Johnson Controls Inc
S&P/ISDA 100 CDS Index Series 16 changes effective as of Monday, March 21, 2016.
REFERENCE ENTITY
DELETED Hewlett-Packard Company
ADDED Nike Inc. U.S. Bancorp
S&P/ISDA CDS U.S. Homebuilders Select 10 Index Series 13 changes effective as of Monday, March 21, 2016.
REFERENCE ENTITY
DELETED Ryland Group,Inc.
ADDED CalAtlantic Group, Inc.
S&P/ISDA CDS U.S. Financials Select 10 Index Series 10 changes effective as of Monday, March 21, 2016.
REFERENCE ENTITY
DELETED General Electric Capital Corp.
ADDED Berkshire Hathaway Inc
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S&P DOW JONES INDICES INDEX ANNOUNCEMENT
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About ISDA Since 1985, ISDA has worked to make the global over-the-counter (OTC) derivatives markets safer and more efficient. Today, ISDA is one of the world’s largest global financial trade associations, with over 800 member institutions from 56 countries on six continents. These members include a broad range of OTC derivatives market participants: global, international and regional banks, asset managers, energy and commodities firms, government and supranational entities, insurers and diversified financial institutions, corporations, law firms, exchanges, clearinghouses and other service providers. Information about ISDA and its activities is available on the Association's web site: www.isda.org.
About ISDA CDS MarketplaceSM ISDA CDS MarketplaceSM (www.isdacdsmarketplace.com) was launched by the International Swaps and Derivatives Association, Inc. (ISDA) in August 2009. The website brings together information, data and statistics on the credit default swaps (CDS) business. ISDA CDS MarketplaceSM was developed with the support of the DTCC Deriv/SERV LLC, a subsidiary of The Depository Trust & Clearing Corporation ("DTCC"), Markit, Moody's Analytics, and S&P Indices. The site consists of four main sections: About the CDS Market, Daily Prices, Exposures & Activity, and Market Statistics. For more information:
David Blitzer Managing Director and Chairman of the Index Committee S&P Dow Jones Indices [email protected] 212-438-3907
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