Instrument EOD Spread EOD Price Date
CDX-EMS29V1-5Y 144.6300 97.9012 2018-03-22
CDX-NAHYS29V1-5Y 343.1300 106.3125 2018-03-22
CDX-NAIGS30V1-5Y 65.7400 101.6458 2018-03-22
ITRAXX-ASIAXJIGS29V1-5Y 80.1700 100.9474 2018-03-23
ITRAXX-AUSTRALIAS29V1-5Y 70.8800 101.3968 2018-03-23
ITRAXX-EUROPES29V1-5Y 59.7500 102.0765 2018-03-22
ITRAXX-FINSENS29V1-5Y 65.6600 101.7671 2018-03-22
ITRAXX-FINSUBS29V1-5Y 132.1600 98.3691 2018-03-22
ITRAXX-HIVOLS20V1-5Y 9.5600 100.6863 2018-03-22
ITRAXX-XOVERS29V1-5Y 289.2700 109.8506 2018-03-22

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