Instrument EOD Spread EOD Price Date
CDX-EMS33V1-5Y 294.0400 91.0517 2020-05-28
CDX-NAHYS34V3-5Y 540.6700 98.2909 2020-05-29
CDX-NAHYS34V3-5Y 540.6700 98.2909 2020-05-29
CDX-NAIGS34V1-5Y 77.5700 101.1042 2020-05-29
CDX-NAIGS34V1-5Y 77.5700 101.1042 2020-05-29
ITRAXX-ASIAXJIGS33V1-5Y 101.8700 99.9089 2020-05-29
ITRAXX-AUSTRALIAS33V1-5Y 101.0900 99.9469 2020-05-29
ITRAXX-EUROPES33V1-5Y 72.2300 101.3923 2020-05-29
ITRAXX-FINSENS33V1-5Y 84.7800 100.7590 2020-05-29
ITRAXX-FINSUBS33V1-5Y 179.1500 96.1346 2020-05-29
ITRAXX-XOVERS33V1-5Y 428.9100 103.0753 2020-05-29

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