Contract Group | Contract Region | ISDA Transaction Type | Fixed Coupons (bps) | Senior / Tier 1 Recovery | Subordinated Recovery |
---|
North America | | Standard North American Corporate | 100 / 500 | 40% | 20% |
| | North American Corporate Index | 100 / 500 | 40% | 20% |
Europe | | Standard European Corporate | 25 / 100 / 300* / 500 / 750* / 1000 | 40% | 20% |
| | Standard Subordinated European Insurance Corporate | 25 / 100 / 300* / 500 / 750* / 1000 | 40% | 20% |
| | Standard Western European Sovereign | 25 / 100 / 300* / 500 / 750* / 1000 | 40% | 20% |
| | European Corporate Index | 25 / 100 / 300* / 500 / 750* / 1000 | 40% | 20% |
| | Western European Sovereign Index | 25 / 100 / 300* / 500 / 750* / 1000 | 40% | 20% |
Emerging Markets | Europe / Middle East | Standard Emerging European Corporate | 100 / 500 | 25% | 25% |
| | Standard Emerging European Corporate LPN | 100 / 500 | 25% | 25% |
| | Standard Emerging European & Middle Eastern Sovereign | 100 / 500 | 25% | 25% |
| | Emerging European & Middle Eastern Corporate Index | 100 / 500 | 25% | 25% |
| | Emerging European & Middle Eastern Sovereign Index | 100 / 500 | 25% | 25% |
| Latin America | Standard Latin America Corporate B | 100 / 500 | 25% | 25% |
| | Standard Latin America Corporate BL | 100 / 500 | 25% | 25% |
| | Standard Latin America Sovereign | 100 / 500 | 25% | 25% |
| | Latin America Corporate Index | 100 / 500 | 25% | 25% |
| | Latin America Sovereign Index | 100 / 500 | 25% | 25% |
Asia | Ex-Japan | Standard Asia Corporate | 100 / 500 | 40% | 20% |
| | Standard Asia Sovereign | 100 / 500 | 40% | 20% |
| | Asia Corporate Index | 100 / 500 | 40% | 20% |
| | Asia Sovereign Index | 100 / 500 | 40% | 20% |
| Singapore | Standard Singapore Corporate | 100 / 500 | 40% | 20% |
| | Standard Singapore Sovereign | 100 / 500 | 40% | 20% |
| Japan | Standard Japan Corporate | 25 / 100 / 500 | 35% | 15% |
| | Standard Japan Sovereign | 25 / 100 / 500 | 35% | 15% |
| | Japan Corporate Index | 25 / 100 / 500 | 35% | 15% |
Oceania | Australia | Standard Australia Corporate | 100 / 500 | 40% | 20% |
| | Standard Australia Sovereign | 100 / 500 | 40% | 20% |
| | Australia Corporate Index | 100 / 500 | 40% | 20% |
| New Zealand | Standard New Zealand Corporate | 100 / 500 | 40% | 20% |
| | Standard New Zealand Sovereign | 100 / 500 | 40% | 20% |
North America | | Bullet LCDS | 0 / 100 / 250 / 500 | 70% | |