Pricing Data > CDS > ClearingLCH Settlement Prices

Our Markit LCH Settlement Prices are the daily price and spread levels for all instruments cleared by LCH.Clearnet S.A. They are the official daily prices used by LCH.Clearnet S.A. in its margining and risk management processes.

Customers

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

Statistics

  • 10clearing members
  • €271bncleared

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Product Summary

Our Markit LCH Settlement Prices are calculated daily using contributions from clearing members. Prices are integrated with the industry standard Markit RED identifier for CDS.

The instruments available mirror the universe of instruments cleared by LCH.Clearnet S.A, which currently include Markit iTraxx Europe (Main, Hivol, Crossover) indices and European single names. The data is available in CSV, Tab and XML formats through an automated feed or web download.

    Key Benefits

    • Data integrity

      High quality inputs sourced from multiple clearing members with an open position at LCH.Clearnet S.A. to create objective prices

    • Comprehensive coverage

      Prices available for all instruments cleared by LCH.Clearnet S.A., with coverage continually increasing as more instruments are cleared

    • Flexible distribution

      Easy integration with internal and third party systems via flexible delivery mechanisms