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Markit iTraxx Japan vertrouwlijk confidential march 2009

Markit iTraxx Japan vertrouwlijk confidential march 2009

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Published by Ghost
The iTraxx®
indices are owned, managed, compiled and published by International Index Company Limited/
Markit.
The roll date for each index is March 20th
and September 20th
. The new indices start on the roll date, or the
following business day if the roll date is not a business day.
Upon each roll the iTraxx Japan main index will launch with a 5¼ maturity. The maturity date is always June 20th

for the roll in March and December 20th
for the roll in September.
Entities are weighted equally in all indices. If the number of index constituents cannot be divided equally to two
decimal places, weighting adjustments (+/- 0.01%) are made in alphabetical order.
All data and information submitted by market makers to Markit are treated in strict confidence.
The iTraxx®
indices are owned, managed, compiled and published by International Index Company Limited/
Markit.
The roll date for each index is March 20th
and September 20th
. The new indices start on the roll date, or the
following business day if the roll date is not a business day.
Upon each roll the iTraxx Japan main index will launch with a 5¼ maturity. The maturity date is always June 20th

for the roll in March and December 20th
for the roll in September.
Entities are weighted equally in all indices. If the number of index constituents cannot be divided equally to two
decimal places, weighting adjustments (+/- 0.01%) are made in alphabetical order.
All data and information submitted by market makers to Markit are treated in strict confidence.

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Published by: Ghost on May 19, 2009
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06/15/2009

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Markit iTraxx JapanIndex Rules
March 2009
 
[Enter document name here]Strictly private and confidential
 
Confidential. Copyright © 2009, Markit Group Limited. All rights reserved.www.markit.com 2
 
Contents
General Rules.............................................................................................................................................................3
 
iTraxx® Japan............................................................................................................................................................4
 
Liquidity Poll............................................................................................................................................................4
 
Membership determination......................................................................................................................................4
 
Reference Obligations.............................................................................................................................................4
 
Coupon Levels and Recovery Rates.......................................................................................................................4
 
Changes to the Indices between Roll Dates............................................................................................................5
 
Changes to the Reference Obligations....................................................................................................................5
 
Changes to Entity Names........................................................................................................................................5
 
Further Information....................................................................................................................................................6
 
 
[Enter document name here]Strictly private and confidential
 
Confidential. Copyright © 2009, Markit Group Limited. All rights reserved.www.markit.com 3
 
General Rules
I. The iTraxx
 ® 
indices are owned, managed, compiled and published by International Index Company Limited/ Markit.II. The roll date for each index is March 20
th
and September 20
th
. The new indices start on the roll date, or thefollowing business day if the roll date is not a business day.III. Upon each roll the iTraxx Japan main index will launch with a 5¼ maturity. The maturity date is always June 20
th
 for the roll in March and December 20
th
for the roll in September.IV. Entities are weighted equally in all indices. If the number of index constituents cannot be divided equally to twodecimal places, weighting adjustments (+/- 0.01%) are made in alphabetical order.V. All data and information submitted by market makers to Markit are treated in strict confidence.

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