Volatility forces iBoxx to change index rules
Wide discrepancies in prices submitted by banks meant that iBoxx indices were not accurately reflecting market values, so the index custodian has relaxed the inclusion criteria for prices
Index provider Markit updated the pricing methodology on the Markit iBoxx indices on December 29 in response to concerns that its prices were not accurately reflecting market levels. Rules governing the consolidation of prices for the indices were changed in an attempt to improve the pricing in illiquid and volatile markets.
Some fund managers had been critical of iBoxx, questioning its reliability
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