IndicesLCDX

Markit LCDX consists of 100 reference entities, referencing first lien leveraged loans CDS.

Customers

  • Banks
  • |
  • Asset managers
  • |
  • Hedge funds
  • |
  • Insurance companies
  • |
  • Corporate treasurers

Statistics

  • 100reference entities
  • 10+banks licensed as marketmakers

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Product Summary

The Markit LCDX index includes the following characteristics: reference entities, deliverable obligations, tenor, quotation standard, credit events, recovery rate assumptions for upfront and unwind calculation, roll dates, syndicated loans and credit event settlement.

    Key benefits

    • Trading efficiency

      Ability to quickly trade large sizes and electronically confirm trades

    • Liquidity

      Wide dealer and industry support, allowing for significant liquidity in all market conditions

    • Transparency

      Publicly available pricing, with all index characteristics standardised and documented

    News & Information

    Important notifications and public information about our indices, including changes to upcoming series following index rolls, credit events on constituents and issuance of new indices

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    Documentation

    Publicly available documentation relating to our indices, including methodologies, annexes and educational guides, as well as trading and legal documents for tradable indices

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