Instrument EOD Spread EOD Price Date
CDX-EMS29V1-5Y 174.9600 96.7107 2018-07-19
CDX-NAHYS30V1-5Y 339.8800 106.6214 2018-07-19
CDX-NAIGS30V1-5Y 61.8300 101.7279 2018-07-19
ITRAXX-ASIAXJIGS29V1-5Y 86.8600 100.5889 2018-07-20
ITRAXX-AUSTRALIAS29V1-5Y 81.1700 100.8459 2018-07-20
ITRAXX-EUROPES29V1-5Y 65.6800 101.6655 2018-07-19
ITRAXX-FINSENS29V1-5Y 80.8900 100.9216 2018-07-19
ITRAXX-FINSUBS29V1-5Y 167.1900 96.8180 2018-07-19
ITRAXX-HIVOLS20V1-5Y 13.2000 100.3715 2018-07-19
ITRAXX-XOVERS29V1-5Y 296.7300 108.9848 2018-07-19

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