|Clearing Date||Instrument Name||EOD Price|
The clearing house uses a price discovery process developed by ICE specifically for the CDS market to establish all End-of-Day levels. Clearing Participants are required to contribute prices to this process every business day, and the clearing house applies an auction-like methodology that includes periodic execution of matched trading interests identified among Clearing Participant submissions. The established EOD prices are validated by the Chief Risk Officer and used for daily mark-to-market purposes.
Direct access to a comprehensive data base of current and historical Markit ICE Settlement prices is available under a user licensing agreement. For more information on terms and prices, click here.
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.