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Credit Indices Primer - Markit

1 of 31 Confidential. Copyright 2008, Markit Group Limited. All rights reserved. Markit Credit Indices A Primer November 2008 Markit Credit Indices Primer 2 of 31 Copyright 2008, Markit Group Limited. All rights reserved. Copyright 2008 Markit Group Limited Any reproduction, in full or in part, in any media without the prior written permission of Markit Group Limited will subject the unauthorized party to civil and criminal penalties. Trademarks Mark-it , Markit , Markit CDX , Markit LCDX , Markit ABX, Markit CMBX, Markit MCDX, Markit Loans , Markit RED , Markit Connex , Markit Metrics iTraxx , LevX and iBoxx are trademarks of Markit Group Limited. Other brands or product names are trademarks or registered trademarks of their respective holders and should be treated as such. Limited Warranty and Disclaimer Markit specifically disclaims any implied warranty or merchantability or fitness for a particular purpose.

Markit Credit Indices Primer 4 of 31 Copyright © 2008, Markit Group Limited. All rights reserved. www.markit.com Section 1 – Credit Default Swaps

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