Pricing Data > CDSClearing

Markit Pricing Data provides daily CDS settlement prices for multiple clearinghouses globally. Our CDS settlement prices are used by the respective clearinghouses in their risk management processes.

Customers

  • Banks
  • |
  • Insurance companies
  • |
  • Mutual funds
  • |
  • Hedge funds
  • |
  • Regulators
  • |
  • Clearing members and clearinghouses

Statistics

  • 4Clearinghouses
  • 500+Entities/sovereigns

Email this product

Send using your default email client.

SHARE

Social sharing

Get in touch

Want to talk to the team directly?

Product Summary

Markit Pricing Data provides access to daily settlement prices for multiple clearinghouses, including ICE Clear Credit, ICE Clear Europe, Japan Securities Clearing Corporation and LCH.Clearnet S.A.

The service delivers daily price and spread levels for cleared instruments, including CDS single names and Markit credit indices. The prices are determined by a daily settlement price calculation process.

    COVERAGE

    • Markit ICE Settlement Prices

      These are the daily prices used by ICE Clear Credit and ICE Clear Europe in their risk management processes. The settlement prices are for Markit CDS single names across 41 maturities and Markit credit indices for European, US, Australian and Asia X Japan markets

    • Markit LCH Settlement Prices

      These are the daily prices used by LCH.Clearnet S.A. in its risk management processes. The settlement prices include Markit iTraxx Europe (Senior Financials, Main, HiVol and Crossover) indices and will expand to other index families

    • Markit JSCC Settlement Prices

      These are the daily prices used by Japan Securities Clearing Corporation in its risk management processes. The settlement prices include Markit iTraxx Japan indices and will expand to other index families

    Key Benefits

    • Data integrity

      High-quality pricing resulting from multiple data contributors and a rigorous data cleaning process

    • Depth of coverage

      Historical CDS pricing dating back to 2009, with data available at the tier, maturity, currency and restructuring clause levels

    • Comprehensive coverage

      Data available in conventional (or quoted) spreads and upfronts for CDS single name entities

    • Dedicated support

      Direct access to Markit analysts for data queries and price challenges

    • Flexible distribution

      Delivery in CSV, Tab or XML formats, via manual or automated web download, Markit Desktop or with easy integration into clients’ internal systems or third-party platforms