Instrument EOD Spread EOD Price Date
CDX-EMS30V1-5Y 204.4000 95.2941 2018-10-19
CDX-NAHYS31V1-5Y 366.1700 105.6732 2018-10-19
CDX-NAIGS31V1-5Y 67.4600 101.5265 2018-10-19
ITRAXX-ASIAXJIGS30V1-5Y 88.0700 100.5548 2018-10-19
ITRAXX-AUSTRALIAS30V1-5Y 79.0800 100.9766 2018-10-19
ITRAXX-EUROPES30V1-5Y 73.8800 101.3210 2018-10-19
ITRAXX-FINSENS30V1-5Y 93.5600 100.3230 2018-10-19
ITRAXX-FINSUBS30V1-5Y 187.5000 95.6994 2018-10-19
ITRAXX-HIVOLS20V1-5Y 21.8900 100.1346 2018-10-19
ITRAXX-XOVERS30V1-5Y 295.2200 109.4305 2018-10-19

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