Instrument EOD Spread EOD Price Date
CDX-EMS32V1-5Y 198.7700 95.4282 2019-11-12
CDX-NAHYS33V1-5Y 329.5200 107.5011 2019-11-12
CDX-NAIGS33V1-5Y 51.6900 102.3388 2019-11-12
ITRAXX-ASIAXJIGS32V1-5Y 64.4600 101.7117 2019-11-13
ITRAXX-AUSTRALIAS32V1-5Y 57.3500 102.0603 2019-11-13
ITRAXX-EUROPES32V1-5Y 48.1100 102.6511 2019-11-12
ITRAXX-FINSENS32V1-5Y 57.0900 102.1839 2019-11-12
ITRAXX-FINSUBS32V1-5Y 117.4400 99.1241 2019-11-12
ITRAXX-XOVERS32V1-5Y 229.9900 112.7719 2019-11-12

ICE establishes End-of-Day (EOD) prices for all cleared CDS Single Name and Index instruments using a price discovery process developed specifically for the CDS market by ICE in conjunction with Markit. Clearing participants are required to submit prices every business day, and the clearing house conducts a daily auction-like process resulting in periodic trade executions among clearing participants. This process determines the clearing house EOD prices, which are validated by the Chief Risk Officer and used for daily mark-to-market purposes. The price discovery process was developed under the regulatory supervision of the Federal Reserve Bank of New York and the New York State Banking Department. Today, ICE Clear Credit's EOD price discovery process is conducted under the supervision of the CFTC and SEC.

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ICE makes its daily settlement prices on select liquid indices and 5 year single name CDS available free to the public on this website. For access to the full set of Markit ICE Settlement Prices, click here