ELCDS Auction Rules and ELCDS Auction Settlement Terms

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(published October 3, 2008)

The LCDS Auction Rules are designed to facilitate the settlement of default swap transactions on European leveraged loans, including settlement of transactions referencing an iTraxx® LevX® Index, to the extent the documentation governing such transactions references these ELCDS Auction Rules. The ELCDS Auction Settlement Terms are annexed to the ELCDS Auction Rules.

Free downloads for ELCDS Auction Rules and ELCDS Auction Settlement Terms (1)

ELCDS Auction Rules and ELCDS Auction Settlement Terms (doc)