Credit Derivatives Physical Settlement Matrix


Period Start date
Period End Date
Settlement Matrix
March 7, 2005   Credit Derivatives Physical Settlement Matrix 20050307
September 19, 2005   Credit Derivatives Physical Settlement Matrix 20050919
April 18, 2006   Credit Derivatives Physical Settlement Matrix 20060418
February 1, 2007   Credit Derivatives Physical Settlement Matrix 20070201
December 6, 2007   Credit Derivatives Physical Settlement Matrix 20071206
June 9, 2008
  Credit Derivatives Physical Settlement Matrix 20080609