Credit

Product	Family	Payouts	Spec
CDS Basket	Basket	CreditDefaultPayout, InterestRatePayout	—
CDS Custom Basket	Basket	CreditDefaultPayout, InterestRatePayout	—
CDS iBoxx OIS	Index	CreditDefaultPayout, InterestRatePayout	—
CDS iBoxx Total Return Swap	Index	CreditDefaultPayout, InterestRatePayout	—
CDS ITraxx Contractual Supplement	Index	CreditDefaultPayout	—
CDS S&P Index	Index	CreditDefaultPayout, InterestRatePayout	—
CDX	Index	CreditDefaultPayout, InterestRatePayout	—
CDX iTraxx	Index	CreditDefaultPayout	—
CDS 2003 Long Euro Corp Fixed Regular Payment Schedule	Single-name	CreditDefaultPayout, InterestRatePayout	—
CDS 2003 Long US Corp Fixed Regular Payment Schedule	Single-name	CreditDefaultPayout, InterestRatePayout	—
CDS 2003 Short Asia Corp Fixed Regular Payment Schedule	Single-name	CreditDefaultPayout, InterestRatePayout	—
CDS 2003 Short Euro Corp Fixed Regular Payment Schedule	Single-name	CreditDefaultPayout, InterestRatePayout	—
CDS 2003 Short US Corp Fixed Regular Payment Schedule	Single-name	CreditDefaultPayout, InterestRatePayout	—
CDS European Loan Credit Referenceobligation	Single-name	CreditDefaultPayout, InterestRatePayout	—
CDS Independent Amount Short US Corp Fixed Standard Payment Schedule.	Single-name	CreditDefaultPayout, InterestRatePayout	—
CDS Loan Reference Obligation	Single-name	CreditDefaultPayout, InterestRatePayout	—
CDS Loan Secured List	Single-name	CreditDefaultPayout, InterestRatePayout	—
CDS Long Asia Corp Fixed Regular Payment Schedule	Single-name	CreditDefaultPayout, InterestRatePayout	—
CDS Long Asia Sovereign Fixed Regular Payment Schedule	Single-name	CreditDefaultPayout, InterestRatePayout	—
CDS Long Aussie Corp Fixed Regular Payment Schedule	Single-name	CreditDefaultPayout, InterestRatePayout	—
CDS Long EM Asia Corp Fixed Regular Payment Schedule	Single-name	CreditDefaultPayout, InterestRatePayout	—
CDS Long EM EUR Sovereign Fixed Regular Payment Schedule	Single-name	CreditDefaultPayout, InterestRatePayout	—
CDS Long EM Latam Corp Fixed Regular Payment Schedule	Single-name	CreditDefaultPayout, InterestRatePayout	—
CDS Long EM Latam Sovereign Fixed Regular Payment Schedule	Single-name	CreditDefaultPayout, InterestRatePayout	—
CDS Long Euro Corp Fixed Regular Payment Schedule	Single-name	CreditDefaultPayout, InterestRatePayout	—
CDS Long Euro Sovereign Fixed Regular Payment Schedule	Single-name	CreditDefaultPayout, InterestRatePayout	—
CDS Long US Corp Fixed Regular Payment Schedule	Single-name	CreditDefaultPayout, InterestRatePayout	—
CDS Mortgage CMBS	Single-name	CreditDefaultPayout, InterestRatePayout	—
CDS Mortgage RMBS	Single-name	CreditDefaultPayout, InterestRatePayout	—
CDS Short Asia Corp Fixed Regular Payment Schedule	Single-name	CreditDefaultPayout, InterestRatePayout	—
CDS Short Aussie Corp Fixed Regular Payment Schedule	Single-name	CreditDefaultPayout, InterestRatePayout	—
CDS Short Euro Corp Fixed Regular Payment Schedule	Single-name	CreditDefaultPayout, InterestRatePayout	—
CDS Short US Corp Fixed Regular Payment Schedule	Single-name	CreditDefaultPayout, InterestRatePayout	—
CDS Short US Corp Fixed Regular Payment Schedule Recovery Factor	Single-name	CreditDefaultPayout, InterestRatePayout	—
CDS Short US Corp Portfolio Compression	Single-name	CreditDefaultPayout, InterestRatePayout	—
CDS Standard North American Corp	Single-name	CreditDefaultPayout, InterestRatePayout	—
CDS US Long EM Asia Sovereign Fixed Regular Payment Schedule	Single-name	CreditDefaultPayout, InterestRatePayout	—
CDS Index Option	Swaptions	OptionPayout	—
CDS iTraxx Index Option	Swaptions	OptionPayout	—
CDS Swaption 1	Swaptions	OptionPayout	—
CDS Swaption 2	Swaptions	OptionPayout	—
CDX Index Option Predetermined Clearing	Swaptions	OptionPayout	—
CDS Basket Tranche	Tranche	CreditDefaultPayout, InterestRatePayout	—
CDS Index Tranche	Tranche	CreditDefaultPayout	—

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