A dealer poll conducted by Markit has resulted in the removal of Altivity Packaging, LLC from the LCDX Series 8 Index effective close of business May 6, 2008. The Markit LCDX NA Series 8 Version 5 Annex is published on the Markit LCDX Documentation page. The Markit LCDX NA Series 8 Version 5 RED Code is 5F199GAG2.

Current Markit LCDX Prices

Please note that there has been a change in our recovery rate assumption. Effective 28th February, 2008, the recovery rate assumption will be 65%. Previous recovery rate assumption was 75%.

Spreads are in basis points and have been calculated using the final maturity of the index (20th June, 2012 for Series 8 and 20th December, 2012 for Series 9) with a recovery rate assumption of 65%.

Historical prices can be found on the Markit LCDX Analytics page.

Historical Price/Spread Movements for Markit LCDX Series 10 Index