NEW YORK, Dec. 4, 2024 /PRNewswire/ -- S&P Dow Jones Indices ("S&P DJI"), the world's leading index provider, in collaboration with UBS, today announced the launch of the S&P UBS Leveraged Loan Indices, previously known as the Credit Suisse Leveraged Loan Indices, which measure the performance of and provide insight on various global loan markets by leveraging S&P Global Market Intelligence's industry leading reference and pricing data for loans.

S&P Dow Jones Indices logo (PRNewsfoto/S&P Dow Jones Indices)

The S&P UBS Leveraged Loan Indices are designed to represent and measure the investable universe of U.S. dollar (USD), Euro (EUR) and British sterling (GBP) denominated leveraged loans. S&P DJI will be the exclusive publisher, calculator, administrator, and licensor of the index family. Spanning more than 2,000 indices covering USD 1.6 trillion in market value, this established suite builds upon S&P DJI's expertise in index administration and commercialization while combining UBS' complimentary loan indexing solutions with S&P DJI's existing fixed income index offering.

"Since the 1990's, the S&P UBS Leveraged Loan Indices have served a critical role as a leading loan benchmark across the U.S. and Europe, contributing to greater liquidity, transparency and accessibility for market participants," said Frans Scheepers, Head of Fixed Income, Currency and Commodity Products at S&P Dow Jones Indices. "As S&P DJI continues to see demand for indexing solutions within the Leveraged Finance space, this suite of indices is expected to remain a critical component of this growth and further expand this ecosystem through loan benchmarking, performance measurement and index-linked products."

The U.S. leveraged loan market has grown significantly over the last decade, from nearly USD 400 million to USD 1.3 trillion, as defined by the iBoxx USD Leveraged Loan Index, now rivaling the U.S. high yield bond market. This has been alongside the growth of the broader loan ecosystem, which includes index-linked products and derivatives in the loan space.

Dushyant Chadha, Global Head of Derivatives and Solutions at UBS, commented: "We are excited to collaborate with S&P DJI to further develop the S&P UBS Leveraged Loan Indices, the leading leveraged loan market benchmarks for over 30 years. By capitalizing on the strength of UBS' loans franchise and S&P DJI's position as a leading index provider, our clients and other market participants can look to these indices to continue to provide market leading insight and price data for loans."

The launch of the S&P UBS Leveraged Loan Indices follows S&P DJI's announcement in early November that it had reached an agreement with UBS with respect to this suite of leveraged loan indices. Following the successful completion of the transition period, the indices, previously legacy Credit Suisse indices, are being rebranded as the S&P UBS Leveraged Loan Indices. In addition, S&P DJI's iBoxx USD Leveraged Loan Indices will also be folded into the S&P UBS Leveraged Loan Index suite in 2025.

Looking ahead, S&P DJI and UBS plan to enhance the depth and breadth of available leveraged loan index offerings to investors and market participants globally to further expand potential use cases within the broader ecosystem.

For more information about the S&P UBS Leveraged Loan Indices, please visit: https://www.spglobal.com/spdji/en/.  

For more information about UBS, please visit https://www.ubs.com/us/en.html

ABOUT S&P DOW JONES INDICES

S&P Dow Jones Indices is the largest global resource for essential index-based concepts, data and research, and home to iconic financial market indicators, such as the S&P 500® and the Dow Jones Industrial Average®. More assets are invested in products based on our indices than products based on indices from any other provider in the world. Since Charles Dow invented the first index in 1884, S&P DJI has been innovating and developing indices across the spectrum of asset classes helping to define the way investors measure and trade the markets.

S&P Dow Jones Indices is a division of S&P Global (NYSE: SPGI), which provides essential intelligence for individuals, companies, and governments to make decisions with confidence. For more information, visit https://www.spglobal.com/spdji/en/.

FOR MORE INFORMATION:

April Kabahar
Global Head of Communications
(+1) 917 796 3121
april.kabahar@spglobal.com 

Alyssa Augustyn
Americas Communications
(+1) 773 919 4732
alyssa.augustyn@spglobal.com 

Asti Michou
EMEA Communications
+44 (0) 20 7176 0311
Asti.michou@spglobal.com 

Nick Probert
Communications at UBS 
nicholas.probert@ubs.com

 

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SOURCE S&P Dow Jones Indices

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