Markit LCH Settlement Prices

Make decisions with Markit LCH settlement price data

Find the daily price and spread levels for all instruments cleared by LCH.Clearnet S.A. using our LCH price coverage tool. IHS Markit provides the official daily prices used by LCH.Clearnet S.A. in its margining and risk management processes. We calculate these prices daily using contributions from ten clearing members and integrate the prices with the industry standard RED for CDS identifier from IHS Markit.

The instruments available mirror the universe of instruments cleared by LCH.Clearnet – up to €271bn cleared – which currently include iTraxx Europe (Main, Hivol, Crossover) indices and European single names. Access your data in CSV, Tab and XML formats through an automated feed.

Key benefits:

  • Data integrity – Get objective prices based on high-quality inputs sourced from multiple clearing members with an open position at LCH.Clearnet S.A.
  • Comprehensive coverage – Leverage prices for all instruments cleared by LCH.Clearnet S.A., with coverage continually increasing as more instruments are cleared
  • Flexible distribution – Enjoy integration into internal and third-party systems via flexible delivery mechanisms

Customers

  • Banks
  • Insurance companies
  • Mutual funds
  • Hedge funds
  • Regulators
  • Clearing members and clearinghouses

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