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Eurex Credit Clear

Eurex Credit Clear

Eurex Credit Clear offers clearing of European index and single name Credit Default Swaps.

As one of the leading central counterparties globally, our services not only recognize market standards but also enhance them by what we consider should be clearing best practice. Eurex Credit Clear's objective is to leverage existing infrastructure and address OTC CDS market concerns appropriately. Whereas the existing DTCC OTC credit infrastructure delivers trade capture, confirmation and settlement features, Eurex Credit Clear's solution adds CCP services, essential position and risk management, margins and payments.

The current product scope covers the iTraxx® benchmark indices and a selected number of single name iTraxx® index constituents.

CDS daily valuation price

  • Current prices — Markit Eurex CDS settlement prices

Eurex makes its daily settlement prices on selected liquid indices and 5-year single names CDS available to the public, free of charge. These prices are distributed by Eurex's market data service provider, Markit. You can also directly access the Markit Eurex CDS settlement prices.

  • Direct data licensing

Direct access to a comprehensive data base of current and historical Markit Eurex settlement prices is available under a user licensing agreement. For more information on terms and prices please refer to the below price list. For more information on directly licensing the Markit Eurex CDS settlement prices, please register interest on the Markit website.

  • Third party data distribution

Markit Eurex CDS settlement prices may be licensed for third party distribution. Please use the below link.