Credit Event Fixings
Information
Credit Fixings

This site is the official resource to source cash settlement values for credit derivative trades subject to ISDA settlement protocols.

Upcoming auctions:

For more information about these auctions please visit the ISDA 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 corporate default. The Fixings were developed by Creditex and Markit in close cooperation with ISDA and major credit derivatives dealers and are an integral part of ISDA's CDS Index protocols. 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)