The final results of the
Chesapeake Engy Corp Auction have now been published.
This site is the official resource to source cash settlement values for credit
derivative trades subject to Auction Settlement under the ISDA Credit Derivatives Definitions.
For more information about these auctions please visit the
Credit Derivatives Determinations Committee website.
To access a summarized table of previous auction results, click here.
Credit Event Fixings
The Credit Event Fixings are designed to ensure a fair, efficient and
transparent process for settlement of credit derivative trades following a
Credit Event. The Fixings were developed by Creditex and Markit in
close cooperation with ISDA and major credit derivatives dealers and are an
integral part of the auction settlement process. Creditex and Markit have
jointly acted as administrators of the Credit Event Fixings since their
inception in June 2005.
For more information on Credit Event Fixings please see the
Credit Event Auction Primer (PDF)