Indices - Markit LCH Settlement Price
LCH establishes a daily settlement price for all cleared CDS instruments using a pricing process developed specifically for the CDS market by LCH in partnership with S&P Global. General Members are required to contribute prices each day wherever they have open positions, in line with CDSClear pricing procedures, as amended from time to time. This process determines the daily settlement prices, which are used for daily mark-to-market valuations.
For more information, access the S&P Global webpage.
Single Names - Markit LCH Settlement Price
LCH establishes a daily settlement price for all cleared CDS instruments using a pricing process developed specifically for the CDS market by LCH in partnership with S&P Global. General Members are required to contribute prices each day wherever they have open positions, in accordance with the CDS Clearing Procedures, as amended from time to time. This process determines the daily settlement prices, which are used for daily mark-to-market valuations.
For more information, access the S&P Global webpage.
Credit Index Options (Swaptions) – Markit LCH Settlement Price
LCH establishes a daily settlement price for all cleared CDS instruments using a pricing process developed specifically for the CDS market by LCH in partnership with S&P Global. General Members are required to contribute prices each day wherever they have open positions, in line with CDSClear pricing procedures, as amended from time to time.. This process determines the daily settlement prices, which are used for daily mark-to-market valuations.
For more information, access the S&P Global webpage.
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