iTraxx® LevX® Standard Terms Supplement and Confirmation for Credit Derivative Transactions on Leveraged Loans (Incorporating Auction Settlement)

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This template is designed to document credit default swap transactions where the Reference Credit Agreement is a syndicated secured loan listed on the Markit™ iTraxx® LevX® index, which is administered by Markit Group Limited. It provides for settlement by means of an auction following a Credit Event by reference to the ELCDS Auction Rules. This form is primarily intended for use in the European market.

Free downloads for iTraxx® LevX® Standard Terms Supplement and Confirmation for Credit Derivative Transactions on Leveraged Loans (Incorporating Auction Settlement) (4)

International Swaps and Derivatives Association