Pricing Data > CDS > ClearingICE Settlement Prices

Markit ICE Settlement Prices are the daily price and spread levels for all instruments cleared by ICE Clear Europe and ICE Clear Credit. They are the official daily prices used by ICE Clear Credit and ICE Clear Europe in its margining and risk management processes.

Customers

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

Statistics

  • 52clearing members
  • $50tncleared

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Product Summary

The Markit ICE Settlement Prices are calculated daily using contributions from clearing members. Prices are integrated with the industry standard Markit RED identifier for CDS. For single name CDS reference entities, prices, spreads and the recovery rate are available by tier, currency and restructuring type for each IMM date until the 10 year maturity.

CDS indices are available by instrument. Customers can retrieve the data through an automated feed or through a report downloaded from Markit's website.

    Key Benefits

    • Data integrity

      High quality inputs sources from multiple clearing members with an open position at ICE to create objective prices

    • Comprehensive coverage

      Prices available for all instruments cleared by ICE, with coverage continually increasing as more instruments are cleared

    • Flexibility

      Easy integration into internal systems or third party systems via flexible delivery mechanisms