Tradeable Credit Fixings
Credit Event Fixings
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Credit Fixings

The final results of the OGX PETROLEO E GAS PARTICIPACOES SA Auction have now been published.

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

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)

Tradeable Credit Fixings

The Tradeable Credit Fixings are calculated according to a well-defined methodology. Creditex and Markit worked closely with a panel of seven dealers: RBOS; BNP Paribas; Citigroup; Deutsche Bank; Goldman Sachs; JPMorgan and Morgan Stanley to develop and refine the Credit Fixings methodology. The Fixings are determined for the three most liquid iTraxx indices in the European marketplace: iTraxx 5yr Europe; HiVol and Crossover indices.

Weekly iTraxx Fixings

Fixings are set at 11am London time every Friday, and at 4pm on every IMM roll date: 20th March; June; September and December.